Asymptotic Optimal Control of Markov-Modulated Restless Bandits.
Santiago DuranIna Maria VerloopPublished in: SIGMETRICS (Abstracts) (2018)
Keyphrases
- optimal control
- markov modulated
- poisson process
- control problems
- dynamic programming
- control strategy
- optimal control problems
- infinite horizon
- arrival rate
- asymptotically optimal
- stochastic systems
- reinforcement learning
- arrival process
- real time
- gaussian process
- lead time
- steady state
- large deviations
- linear quadratic
- control system