Markovian Restless Bandits and Index Policies: A Review
The restless multi-armed bandit problem is a paradigmatic modeling framework for optimal dynamic priority allocation in stochastic models of wide-ranging applications that has been widely investigated and applied since its inception in a seminal paper by Whittle in the late 1980s. The problem has ge...
Main Author: | José Niño-Mora |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-03-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/7/1639 |
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