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Comments on: Dynamic priority allocation via restless bandit marginal productivity indices
| Content Provider | Semantic Scholar |
|---|---|
| Author | Weber, Richard R. |
| Copyright Year | 2007 |
| Abstract | Jose Nino-Mora has given us a very nice survey of his results for theoretical and algorithm aspects of restless bandit indexation. His paper has inspired me to contribute some new results, which I will report in three parts. Firstly, I present an extension to restless bandits in which there are more than two possible actions in each state. Secondly, I show that condition (ii) in the definition of PCL(F)-indexability is actually implied by (i), if we add a mild condition that can always be met by perturbing the data. Thirdly, I describe two interesting classes of restless bandits that are always indexable. |
| Starting Page | 211 |
| Ending Page | 216 |
| Page Count | 6 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/s11750-007-0029-9 |
| Volume Number | 15 |
| Alternate Webpage(s) | http://www.statslab.cam.ac.uk/~rrw1/publications/Weber%202007%20Comments%20on%20Dynamic%20priority%20allocation%20via%20restless%20bandit.pdf |
| Alternate Webpage(s) | https://doi.org/10.1007/s11750-007-0029-9 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
