Monotone policies and indexability for bidirectional restless bandits

DOI10.1239/AAP/1363354103MaRDI QIDQ4915650zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

asset managementGittins indexindexabilityinventory managementLagrangian relaxationmachine maintenancemonotone policyrestless banditstochastic dynamic programmingWhittle index

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Numerical methods of relaxation type (49M20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

• A generalized Gittins index for a class of multiarmed bandits with general resource requirements
• Addendum to ‘On an index policy for restless bandits'
• Dynamic priority allocation via restless bandit marginal productivity indices
• scientific article; zbMATH DE number 4087408 (Why is no real title available?)
• scientific article; zbMATH DE number 3638998 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 1016965 (Why is no real title available?)
• scientific article; zbMATH DE number 194374 (Why is no real title available?)
• Index policies for a class of discounted restless bandits
• Indexability and index heuristics for a simple class of inventory routing problems
• Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access
• On an index policy for restless bandits
• Restless bandits, partial conservation laws and indexability
• Spinning plates and squad systems: policies for bi-directional restless bandits
• The Achievable Region Approach to the Optimal Control of Stochastic Systems
• Whittle's index policy for a multi-class queueing system with convex holding costs

Cited in

(10)

• Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach
• scientific article; zbMATH DE number 4087408 (Why is no real title available?)
• On an index policy for restless bandits
• Index policies for a class of discounted restless bandits
• A restless bandit model for resource allocation, competition, and reservation
• Conditions for indexability of restless bandits and an algorithm to compute Whittle index
• Group maintenance: a restless bandits approach
• Indexability and optimal index policies for a class of reinitialising restless bandits
• Spinning plates and squad systems: policies for bi-directional restless bandits
• An optimal selection for ensembles of influential projects

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