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Markovian Restless Bandits and Index Policies: A Review
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Markovian Restless Bandits and Index Policies: A Review (2023)Markovian Restless Bandits and Index Poli…On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)On Upper-Confidence Bound Pol…Multi‐Armed Bandit Allocation Indices (2011)Multi‐Armed Bandit Allocation…Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)Indexability of Restless Band…Dynamic Assortment with Demand Learning for Seasonal Consumer Goods (2007)Dynamic Assortment with Deman…Restless bandits, partial conservation laws and indexability (2001)Restless bandits, partial con…Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic (2000)Restless Bandits, Linear Prog…The Complexity of Optimal Queuing Network Control (1999)The Complexity of Optimal Que…On the Gittins Index for Multiarmed Bandits (1992)On the Gittins Index for Mult…On an index policy for restless bandits (1990)On an index policy for restle…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…Extensions of the multiarmed bandit problem: The discounted case (1985)Extensions of the multiarmed …Multi-Armed Bandits and the Gittins Index (1980)Multi-Armed Bandits and the G…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …Time-Sharing Service Systems. I (1975)Time-Sharing Service Systems.…On Sequential Designs for Maximizing the Sum of $n$ Observations (1956)On Sequential Designs for Max…Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Introduction to Multi-Armed Bandits (2019)Bandit Algorithms (2020)A Method of Sampling Inspection (1929)Experimental Determination of the Maximum of a Function (1941)A Stochastic Approximation Method (1951)The Nonstochastic Multiarmed Bandit Problem (2002)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Arm-Acquiring Bandits (1981)The Psychology and Neuroscience of Curiosity (2015)Brownian Motion and Stochastic Flow Systems. (1987)Multi-Armed Bandit Allocation Indices. (1990)Why Copy Others? Insights from the Social Learning Strategies Tournament (2010)Discrete Choice Analysis (1985)Perspectives in supply chain risk management (2006)Dynamic Assortment Optimization with a Multinomial Logit Choice Model and Capacity Constraint (2010)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Legislative leviathan: party government in the House (1993)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)Dynamic Multichannel Access With Imperfect Channel State Detection (2010)Learning in a Changing World: Restless Multiarmed Bandit With Unknown Dynamics (2012)Decentralized Learning for Multiplayer Multiarmed Bandits (2014)
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References

  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 2011Multi‐Armed Bandit Allocation Indices686 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 2011On Upper-Confidence Bound Policies for Switching Bandit Problems494 cited
  • 1990On an index policy for restless bandits486 cited
  • 1999The Complexity of Optimal Queuing Network Control471 cited
  • 2010Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access352 cited
  • 2007Dynamic Assortment with Demand Learning for Seasonal Consumer Goods307 cited
  • 1975Time-Sharing Service Systems. I285 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
  • 1992On the Gittins Index for Multiarmed Bandits259 cited
  • 2000Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic237 cited
  • 1956On Sequential Designs for Maximizing the Sum of $n$ Observations222 cited
  • 2001

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Restless bandits, partial conservation laws and indexability
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