Search Results - subject:"Index Policy"

Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy

Niño-Mora, José; Villar, Sofía S. - Departamento de Estadistica, Universidad Carlos III de … - 2012

We consider a sensor scheduling model where a set of identical sensors are used to hunt a larger set of heterogeneous targets, each of which is located at a corresponding site. Target states change randomly over discrete time slots between “exposed” and ‘hidden,” according to Markovian...

Persistent link: https://www.econbiz.de/10010543154

Multitarget tracking via restless bandit marginal productivity indices and Kalman Filter in discrete time

Niño-Mora, José; Villar, Sofía S. - Departamento de Estadistica, Universidad Carlos III de … - 2010

This paper designs, evaluates, and tests a tractable priority-index policy for scheduling target updates in a discrete … deploying Whittle's (1988) index policy for the MARBP. The challenging issues of indexability (existence of the index) and index … gains that the Whittle's marginal productivity (MP) index policy achieves against myopic policies advocated in previous work …

Persistent link: https://www.econbiz.de/10008509907

Marginal productivity index policies for problems of admission control and routing to parallel queues with delay

Jacko, Peter; Nino-Mora, Jose - Departamento de Estadistica, Universidad Carlos III de … - 2008

problem, and to design an index policy for the routing problem (with possible admission control) in the multi-queue system …

Persistent link: https://www.econbiz.de/10005249624

Bandit Problems

Bergemann, Dirk; Valimaki, Juuso - Cowles Foundation for Research in Economics, Yale University - 2006

We survey the literature on multi-armed bandit models and their applications in economics. The multi-armed bandit problem is a statistical decision model of an agent trying to optimize his decisions while improving his information at the same time. This classic problem has received much...

Persistent link: https://www.econbiz.de/10005593445