Indexable Restless Bandits

Name: Indexable Restless Bandits
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783639038958
Price: 26306 HUF
Availability: InStock

Index Policies for Some Families of Stochastic Scheduling and Dynamic Allocation Problems

Szerző: Diego Ruiz-Hernandez

Nyelv:

Kötés: Puha kötésű

Kiadó: VDM Verlag Dr. Mueller E.K.

Elérhetőség: Beszállítói készleten

Küldés 14-21 napon belül

26 306 Ft

This book concerns two broad classes of Markov §decision problems that fall within the family §of "r...

Információk a könyvről

Szerző

Diego Ruiz-Hernandez

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2008

oldal

204

EAN

9783639038958

ISBN

3639038959

Enbook ID

06813531

Kiadó

VDM Verlag Dr. Mueller E.K.

Súly

299

Méretek

152 x 229 x 11

Teljes leírás

This book concerns two broad classes of Markov §decision problems that fall within the family §of "restless bandits", an intractable class of §decision processes introduced by P. Whittle.§For the first class of problems, we employ Gittins'' §index theory to establish the indexability of (inter-§alia) general families of restless bandits that §arise in problems of machine maintenance and §stochastic scheduling with switching penalties. We §also give formulae for the resulting indices.§The second class of problems involves two families §of Markov decision problems that can be identified §as "bi-directional" restless bandits. The "spinning §plates" problem concerns the optimal management of a §portfolio of reward-generating assets whose yields §grow with investment but otherwise tend to decline. §In the model of asset exploitation called the "squad §system", the yield from an asset tends to decline §when it is used but will recover when the asset is §at rest. In both cases simply stated conditions are §given which guarantee indexability of the problem. §In all cases, numerical investigations testify the §outstandingly good performance of the index §heuristics concerned.

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Indexable Restless Bandits

Index Policies for Some Families of Stochastic Scheduling and Dynamic Allocation Problems

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