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A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs
14 references·1 citing·41 second hop
A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs (2008)A Faster Index Algorithm and a Computatio…Dynamic priority allocation via restless bandit marginal productivity indices (2007)Dynamic priority allocation v…A (2/3) n 3 Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain (2007)A (2/3) n 3 Fast-Pivoting Alg…Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-StockM/G/1Queues (2006)Restless Bandit Marginal Prod…A survey on the bandit problem with switching costs (2004)A survey on the bandit proble…Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach (2002)Dynamic allocation indices fo…Restless bandits, partial conservation laws and indexability (2001)Restless bandits, partial con…Dynamic Scheduling of a Two-Class Queue with Setups (1998)Dynamic Scheduling of a Two-C…Multi-armed bandits with switching penalties (1996)Multi-armed bandits with swit…Switching Costs and the Gittins Index (1994)Switching Costs and the Gitti…Optimal stochastic scheduling of forest networks with switching penalties (1994)Optimal stochastic scheduling…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…Asymptotically efficient adaptive allocation rules for the multiarmed bandit problem with switching cost (1988)Asymptotically efficient adap…Extensions of the multiarmed bandit problem: The discounted case (1985)Extensions of the multiarmed …Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …Markovian Restless Bandits and Index Policies: A Review (2023)Markovian Restless Bandits an…The Regulation of Queue Size by Levying Tolls (1969)Some indexable families of restless bandit problems (2006)DYNAMIC ROUTING OF CUSTOMERS WITH GENERAL DELAY COSTS IN A MULTISERVER QUEUING SYSTEM (2009)Computing a Classic Index for Finite-Horizon Bandits (2010)Time-Sharing Service Systems. I (1975)Multi-Armed Bandits and the Gittins Index (1980)Multi-armed Bandit Algorithms and Empirical Evaluation (2005)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)Bandit Algorithms (2020)Job Search and Labor Market Analysis (1984)Bandit Problems, Sequential Allocation of Experiments (1987)Subjective games and equilibria (1995)Optimal learning and experimentation in bandit problems (2002)Approximation algorithms for restless bandit problems (2010)Arm-Acquiring Bandits (1981)On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)The Psychology and Neuroscience of Curiosity (2015)Brownian Motion and Stochastic Flow Systems. (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Polling Systems in Heavy Traffic: A Bessel Process Limit (1998)Brownian Motion and Stochastic Calculus (2007)Some aspects of the sequential design of experiments (1952)Sequential Analysis (1985)Asymptotically efficient allocation rules for the multiarmed bandit problem with multiple plays-Part I: I.I.D. rewards (1987)Sample mean based index policies by O(log n) regret for the multi-armed bandit problem (1995)Multi-Armed Bandit Allocation Indices. (1990)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Why Copy Others? Insights from the Social Learning Strategies Tournament (2010)Asymptotically optimal priority policies for indexable and nonindexable restless bandits (2016)On an index policy for restless bandits (1990)Multi-Armed Bandit Problems (2007)Job Matching and the Theory of Turnover (1979)The Value of Waiting to Invest (1982)Reinforcement learning and evolutionary algorithms for non-stationary multi-armed bandit problems (2007)Modeling Human Decision Making in Generalized Gaussian Multiarmed Bandits (2014)Sequential Learning for Multi-Channel Wireless Network Monitoring With Channel Switching Costs (2014)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Legislative leviathan: party government in the House (1993)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)
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References

  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
  • 2001Restless bandits, partial conservation laws and indexability202 cited
  • 2007Dynamic priority allocation via restless bandit marginal productivity indices136 cited
  • 1994Switching Costs and the Gittins Index125 cited
  • 1988Asymptotically efficient adaptive allocation rules for the multiarmed bandit problem with switching cost112 cited
  • 2002Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach97 cited
  • 1998Dynamic Scheduling of a Two-Class Queue with Setups89 cited
  • 2004A survey on the bandit problem with switching costs88 cited
  • 1996Multi-armed bandits with switching penalties82 cited
  • 2006Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-StockM/G/1Queues54 cited
  • 2007A (2/3) n 3 Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain40 cited
  • 1994Optimal stochastic scheduling of forest networks with switching penalties35 cited

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  • 2023Markovian Restless Bandits and Index Policies: A Review24 cited