Multi-Gear Bandits, Partial Conservation Laws, and Indexability
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Baric{s} Ata & Shiri Shneorson, 2006. "Dynamic Control of an M/M/1 Service System with Adjustable Arrival and Service Rates," Management Science, INFORMS, vol. 52(11), pages 1778-1791, November.
- Bruno Scherrer, 2016. "Improved and Generalized Upper Bounds on the Complexity of Policy Iteration," Mathematics of Operations Research, INFORMS, vol. 41(3), pages 758-774, August.
- Richard Weber, 2007. "Comments on: Dynamic priority allocation via restless bandit marginal productivity indices," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 211-216, December.
- E. G. Coffman & I. Mitrani, 1980. "A Characterization of Waiting Time Performance Realizable by Single-Server Queues," Operations Research, INFORMS, vol. 28(3-part-ii), pages 810-821, June.
- Dinesh Kumar, U. & Saranga, Haritha, 2010. "Optimal selection of obsolescence mitigation strategies using a restless bandit model," European Journal of Operational Research, Elsevier, vol. 200(1), pages 170-180, January.
- Yinyu Ye, 2011. "The Simplex and Policy-Iteration Methods Are Strongly Polynomial for the Markov Decision Problem with a Fixed Discount Rate," Mathematics of Operations Research, INFORMS, vol. 36(4), pages 593-603, November.
- J. George Shanthikumar & David D. Yao, 1992. "Multiclass Queueing Systems: Polymatroidal Structure and Optimal Scheduling Control," Operations Research, INFORMS, vol. 40(3-supplem), pages 293-299, June.
- Dimitris Bertsimas & José Niño-Mora, 1996. "Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems," Mathematics of Operations Research, INFORMS, vol. 21(2), pages 257-306, May.
- Turgay Ayer & Can Zhang & Anthony Bonifonte & Anne C. Spaulding & Jagpreet Chhatwal, 2019. "Prioritizing Hepatitis C Treatment in U.S. Prisons," Operations Research, INFORMS, vol. 67(3), pages 853-873, May.
- Thomas B. Crabill, 1972. "Optimal Control of a Service Facility with Variable Exponential Service Times and Constant Arrival Rate," Management Science, INFORMS, vol. 18(9), pages 560-566, May.
- Abderrahmane Abbou & Viliam Makis, 2019. "Group Maintenance: A Restless Bandits Approach," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 719-731, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- José Niño-Mora, 2006. "Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-Stock M/G/1 Queues," Mathematics of Operations Research, INFORMS, vol. 31(1), pages 50-84, February.
- José Niño-Mora, 2020. "Fast Two-Stage Computation of an Index Policy for Multi-Armed Bandits with Setup Delays," Mathematics, MDPI, vol. 9(1), pages 1-36, December.
- José Niño-Mora, 2020. "A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 465-496, May.
- Dimitris Bertsimas & Velibor V. Mišić, 2016. "Decomposable Markov Decision Processes: A Fluid Optimization Approach," Operations Research, INFORMS, vol. 64(6), pages 1537-1555, December.
- Shaler Stidham, 2002. "Analysis, Design, and Control of Queueing Systems," Operations Research, INFORMS, vol. 50(1), pages 197-216, February.
- Dimitris Bertsimas & José Niño-Mora, 1999. "Optimization of Multiclass Queueing Networks with Changeover Times Via the Achievable Region Approach: Part II, The Multi-Station Case," Mathematics of Operations Research, INFORMS, vol. 24(2), pages 331-361, May.
- Dimitris Bertsimas & José Niño-Mora, 2000. "Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic," Operations Research, INFORMS, vol. 48(1), pages 80-90, February.
- José Niño-Mora, 2020. "A Fast-Pivoting Algorithm for Whittle’s Restless Bandit Index," Mathematics, MDPI, vol. 8(12), pages 1-21, December.
- Dimitris Bertsimas & José Niño-Mora, 1996. "Optimization of multiclass queueing networks with changeover times via the achievable region method: Part II, the multi-station case," Economics Working Papers 314, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 1998.
- Urtzi Ayesta & Manu K. Gupta & Ina Maria Verloop, 2021. "On the computation of Whittle’s index for Markovian restless bandits," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 93(1), pages 179-208, February.
- Bertsimas, Dimitris., 1995. "The achievable region method in the optimal control of queueing systems : formulations, bounds and policies," Working papers 3837-95., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Hellerstein, Lisa & Lidbetter, Thomas, 2023. "A game theoretic approach to a problem in polymatroid maximization," European Journal of Operational Research, Elsevier, vol. 305(2), pages 979-988.
- José Niño-Mora, 2000. "On certain greedoid polyhedra, partially indexable scheduling problems and extended restless bandit allocation indices," Economics Working Papers 456, Department of Economics and Business, Universitat Pompeu Fabra.
- R. Garbe & K. D. Glazebrook, 1998. "Submodular Returns and Greedy Heuristics for Queueing Scheduling Problems," Operations Research, INFORMS, vol. 46(3), pages 336-346, June.
- Alfredo Torrico & Alejandro Toriello, 2022. "Dynamic Relaxations for Online Bipartite Matching," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 1871-1884, July.
- Santiago R. Balseiro & Ozan Candogan, 2017. "Optimal Contracts for Intermediaries in Online Advertising," Operations Research, INFORMS, vol. 65(4), pages 878-896, August.
- Anupam Gupta & Ravishankar Krishnaswamy & Viswanath Nagarajan & R. Ravi, 2015. "Running Errands in Time: Approximation Algorithms for Stochastic Orienteering," Mathematics of Operations Research, INFORMS, vol. 40(1), pages 56-79, February.
- Ya‐Tang Chuang & Manaf Zargoush & Somayeh Ghazalbash & Saied Samiedaluie & Kerry Kuluski & Sara Guilcher, 2023. "From prediction to decision: Optimizing long‐term care placements among older delayed discharge patients," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1041-1058, April.
- Dimitris Bertsimas & José Niño-Mora, 1996. "Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case," Economics Working Papers 302, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.
- José Niño-Mora, 2023. "Markovian Restless Bandits and Index Policies: A Review," Mathematics, MDPI, vol. 11(7), pages 1-27, March.
More about this item
Keywords
Markov decision process; multi-gear bandits; index policies; indexability; index algorithm;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:14:p:2497-:d:865645. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.