Characterization and Computation of Restless Bandit Marginal Productivity Indices

Niño-Mora, José (2010) Characterization and Computation of Restless Bandit Marginal Productivity Indices. In: 1st International ICST Workshop on Tools for solving Structured Markov Chains.

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Abstract

The restless bandit problem furnishes a powerful modeling paradigm for settings involving the optimal dynamic priority allocation to multiple stochatic projects, given as binary-action (active/passive) Markov decision processes (MDPs). Though generally intractable, Whittle (1988) introduced a tracta

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 08:45
Last Modified: 18 Apr 2026 06:30
URI: http://eprints.eai.eu/id/eprint/947

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