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) |
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| Date Deposited: | 04 Mar 2026 08:45 |
| Last Modified: | 18 Apr 2026 06:30 |
| URI: | http://eprints.eai.eu/id/eprint/947 |
