Garbe, R.; Glazebrook, K. D. - In: Mathematical Methods of Operations Research 48 (1998) 3, pp. 419-442
A radically new approach to indexable systems pioneered by Bertsimas and Niño-Mora is utilised to provide novel analyses of classes of complex multi-armed bandits in which the individual bandits have their own decision structure. A new index result for an undiscounted model is established....