Addendum to ‘On an index policy for restless bandits'
Keyword(s):
We show that the fluid approximation to Whittle's index policy for restless bandits has a globally asymptotically stable equilibrium point when the bandits move on just three states. It follows that in this case the index policy is asymptotic optimal.
1991 ◽
Vol 23
(02)
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pp. 429-430
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2016 ◽
Vol 433
(2)
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pp. 1736-1742
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Keyword(s):
2015 ◽
Vol 48
(1)
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pp. 9-17
2021 ◽
2014 ◽
Vol 2014
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pp. 1-14
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2012 ◽
Vol 524-527
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pp. 3705-3708
2017 ◽
Vol 14
(1)
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pp. 306-313