Nino-Mora, Jose - Departamento de Estadistica, Universidad Carlos III de … - 2007
The Whittle index [P. Whittle (1988). Restless bandits: Activity allocation in a changing world. J. Appl. Probab. 25A, 287-298] yields a practical scheduling rule for the versatile yet intractable multi-armed restless bandit problem, involving the optimal dynamic priority allocation to multiple...