Restless bandits, partial conservation laws and indexability
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- Bertsimas, Dimitris. & Niño-Mora, Jose., 1994. "Restless bandit, linear programming relaxations and a primal-dual heuristic," Working papers 3727-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- M. Dacre & K. Glazebrook & J. Niño‐Mora, 1999. "The achievable region approach to the optimal control of stochastic systems," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 747-791.
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More about this item
Keywords
Stochastic scheduling; Markov decision chains; bandit problems; achievable region;All these keywords.
JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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