Reflections on a New Approach to Gittins Indexation

DOI10.1057/JORS.1996.158MaRDI QIDQ5690259zbMATH OpenOpenAlexFDO

Authors R. Garbe, Kevin D. Glazebrook

Publication date 15 January 1997

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1996.158

zbMATH Keywords

stochastic processstochastic resource allocationGittins indicesindex- based suboptimality bounds

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Deterministic scheduling theory in operations research (90B35) Dynamic programming (90C39) Stochastic systems in control theory (general) (93E03)

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• A generalized Gittins index for a class of multiarmed bandits with general resource requirements
• Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems

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