Index policies for a class of discounted restless bandits

Advances in Applied Probability

Volumn 34, Issue 4, 2002, Pages 754-774

  Glazebrook, K D ^a   Nino Mora J ^b   Ansell, P S ^c  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

^b DEPARTMENT OF ECONOMICS AND BUSINESS   (Spain)

^c NEWCASTLE UNIVERSITY   (United Kingdom)

Author keywords

Conservation laws; Index policy; Indexability; Restless bandit; Suboptimality bound

Indexed keywords

HEURISTIC METHODS; LAGRANGE MULTIPLIERS; MATHEMATICAL MODELS;

INDEX POLICIES;

COMPUTATION THEORY;

EID: 0036950786     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1037990952     Document Type: Article

References (14)

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