Some indexable families of restless bandit problems

DOI10.1239/aap/1158684996zbMath1101.90079WikidataQ57500143 ScholiaQ57500143MaRDI QIDQ5395354

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Publication date: 2 November 2006

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1158684996

zbMATH Keywords

dynamic programming; stochastic scheduling; machine maintenance; Gittins index; switching cost

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

90C39: Dynamic programming

90C40: Markov and semi-Markov decision processes

49M20: Numerical methods of relaxation type

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Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability, Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting, INDEXABILITY AND OPTIMAL INDEX POLICIES FOR A CLASS OF REINITIALISING RESTLESS BANDITS, Learning, risk attitude and hot stoves in restless bandit problems, Multi-machine preventive maintenance scheduling with imperfect interventions: a restless bandit approach, Optimal stopping problems in Lévy models with random observations, Optimal selection of obsolescence mitigation strategies using a restless bandit model, Index policies for discounted bandit problems with availability constraints

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