On the computation of Whittle's index for Markovian restless bandits.

Urtzi Ayesta Manu K. Gupta Ina Maria Verloop

Published in: Math. Methods Oper. Res. (2021)

Keyphrases

semi markov
index structure
database
database management systems
optimal control
indexing techniques
efficient computation
real time
search engine
multi dimensional
indexing scheme
indexing method
stochastic systems
conservation laws