Linear program-based policies for restless bandits : necessary and sufficient conditions for (exponentially fast) asymptotic optimality
Nicolas Gast, Bruno Gaujal, Chen Yan
| Year of publication: |
2024
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|---|---|
| Authors: | Gast, Nicolas ; Gaujal, Bruno ; Yan, Chen |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 4, p. 2468-2491
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| Subject: | Markov decision processes | linear programming | restless bandits | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung | Decision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015197958