A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits

DOI10.1287/moor.2019.0998zbMath1455.90147arXiv1512.04403MaRDI QIDQ5119843

José Niño-Mora

Publication date: 1 September 2020

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.04403

zbMATH Keywords

Markov decision processes; discrete time; Whittle index; discounted criterion; index policies; threshold policies; indexability

Mathematics Subject Classification ID

90B36: Stochastic scheduling theory in operations research

90C39: Dynamic programming

90C48: Programming in abstract spaces

90C40: Markov and semi-Markov decision processes

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