Branching bandits and Klimov's problem: achievable region and side constraints

DOI10.1109/9.478231zbMath0844.90030OpenAlexW2561849405MaRDI QIDQ4875981

Ioannis Ch. Paschalidis, Dimitris J. Bertsimas, John N. Tsitsiklis

Publication date: 13 June 1996

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/3367

zbMATH Keywords

optimal policiesaverage cost branching bandits problem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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