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On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
16 references·0 citing·30 second hop
On the asymptotic optimality of greedy index heuristics for multi-action restless bandits (2015)On the asymptotic optimality of greedy in…Multi‐Armed Bandit Allocation Indices (2011)Multi‐Armed Bandit Allocation…A nearly-optimal index rule for scheduling of users with abandonment (2011)A nearly-optimal index rule f…Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems (2009)Indexability and Index Heuris…Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations (2009)Index Policies for the Admiss…Dynamic priority allocation via restless bandit marginal productivity indices (2007)Dynamic priority allocation v…Dynamic Assortment with Demand Learning for Seasonal Consumer Goods (2007)Dynamic Assortment with Deman…Outsourcing warranty repairs: Dynamic allocation (2005)Outsourcing warranty repairs:…On the optimal allocation of service to impatient tasks (2004)On the optimal allocation of …Index policies for a class of discounted restless bandits (2002)Index policies for a class of…The Complexity of Optimal Queuing Network Control (1999)The Complexity of Optimal Que…Scheduling a Make-To-Stock Queue: Index Policies and Hedging Points (1996)Scheduling a Make-To-Stock Qu…Addendum to ‘On an index policy for restless bandits' (1991)Addendum to ‘On an index poli…On an index policy for restless bandits (1990)On an index policy for restle…Multi-Armed Bandit Allocation Indices. (1990)Multi-Armed Bandit Allocation…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …An Introduction to Queueing Networks (1990)Why Copy Others? Insights from the Social Learning Strategies Tournament (2010)Discrete Choice Analysis (1985)Dynamic Pricing for Nonperishable Products with Demand Learning (2009)Why is Assortment Planning so Difficult for Retailers? A Framework and Research Agenda (2009)Introduction to Multi-Armed Bandits (2019)Applying a New Device in the Optimization of Exponential Queuing Systems (1975)Brownian Motion and Stochastic Flow Systems. (1987)Stock Rationing in an M/Ek/1 Make-to-Stock Queue (2000)Restless bandits, partial conservation laws and indexability (2001)Some aspects of the sequential design of experiments (1952)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)Scheduling policies for an antiterrorist surveillance system (2009)A medical resource allocation model for serving emergency victims with deteriorating health conditions (2014)Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic (2000)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)The Psychology and Neuroscience of Curiosity (2015)Bandit Algorithms (2020)Asymptotically optimal priority policies for indexable and nonindexable restless bandits (2016)Dynamic Control of Birth-and-Death Restless Bandits: Application to Resource-Allocation Problems (2016)Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach (2020)An Empirical Evaluation of Thompson Sampling (2011)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Learning to Optimize via Posterior Sampling (2014)A Tutorial on Thompson Sampling (2018)A unified framework for stochastic optimization (2018)
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References

  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 1990Multi-Armed Bandit Allocation Indices.997 cited
  • 2011Multi‐Armed Bandit Allocation Indices685 cited
  • 1990On an index policy for restless bandits486 cited
  • 1999The Complexity of Optimal Queuing Network Control470 cited
  • 2007Dynamic Assortment with Demand Learning for Seasonal Consumer Goods307 cited
  • 1996Scheduling a Make-To-Stock Queue: Index Policies and Hedging Points140 cited
  • 2007Dynamic priority allocation via restless bandit marginal productivity indices136 cited
  • 2004On the optimal allocation of service to impatient tasks50 cited
  • 1991Addendum to ‘On an index policy for restless bandits'46 cited
  • 2009Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations45 cited
  • 2002Index policies for a class of discounted restless bandits35 cited
  • 2009Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems31 cited
  • 2005Outsourcing warranty repairs: Dynamic allocation27 cited

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  • 2011A nearly-optimal index rule for scheduling of users with abandonment22 cited
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