Título inglés |
Multi-armed restless bandits, index policies, and dynamic priority allocation |
Autor/es |
Niño-Mora, José |
Revista |
1699-8871 |
Publicación |
2010, 26 (2): 124-133 |
Tipo de documento |
articulo |
Idioma |
Inglés |
Resumen inglés |
This paper presents a brief introduction to the emerging research field of multi-armed restless bandits (MARBs), which substantially extend the modeling power of classic multi-armed bandits. MARBs are Markov decision process models for optimal dynamic priority allocation to a collection of stochastic binary-action (active/passive) projects evolving over time. Interest in MARBs has grown steadily, spurred by the breadth of their possible applications. Although MARBs are generally intractable, a Lagrangian relaxation and decomposition approach yields a unifying design principle for heuristic priority-index policies, which are often tractable and nearly optimal, along with an upper bound on the optimal reward. |
Palabras clave inglés |
Restless bandits, index policies, priorities, stochastic scheduling. |
Acceso al artículo completo |