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A (2/3) n 3 Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain
14 references·1 citing·31 second hop
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References

  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
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  • 1975Time-Sharing Service Systems. I285 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
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  • 2002Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach97 cited
  • 2008A generalized Gittins index for a Markov chain and its recursive calculation94 cited
  • 1996Multi-armed bandits with switching penalties82 cited
  • 1986Linear Programming for Finite State Multi-Armed Bandit Problems76 cited
  • 1986A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index68 cited
  • 2006Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-StockM/G/1Queues54 cited
  • 1981Multi-Armed Bandits with Discount Factor Near One: The Bernoulli Case43 cited

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  • 2019Multi-Armed Bandits: Theory and Applications to Online Learning in Networks35 cited