Monotone Policies and Indexability for Bidirectional Restless Bandits
DOI10.1239/AAP/1363354103zbMath1274.90473OpenAlexW1993894769MaRDI QIDQ4915650
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Publication date: 11 April 2013
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1363354103
Lagrangian relaxationstochastic dynamic programmingmachine maintenanceGittins indexinventory managementWhittle indexasset managementmonotone policyrestless banditindexability
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Numerical methods of relaxation type (49M20)
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Cites Work
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- Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access
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