On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
نویسندگان
چکیده
منابع مشابه
On an Index Policy for Restless Bandits
We investigate the optimal allocation of effort to a collection of n projects. The projects are 'restless' in that the state of a project evolves in time, whether or not it is allocated effort. The evolution of the state of each project follows a Markov rule, but transitions and rewards depend on whether or not the project receives effort. The objective is to maximize the expected time-average ...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2015
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1444308876