Comments on: Dynamic priority allocation via restless bandit marginal productivity indices 4

• Richard Weber ^[1]
  1. [1] University of Cambridge

     University of Cambridge

     Cambridge District, Reino Unido

     
• Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 15, Nº. 2, 2007, págs. 211-216
• Idioma: inglés
• DOI: 10.1007/s11750-007-0029-9
• Enlaces
  • Texto completo (pdf)
• Resumen

  • José Niño-Mora has given us a very nice survey of his results for theoretical and algorithm aspects of restless bandit indexation. His paper has inspired me to contribute some new results, which I will report in three parts. Firstly, I present an extension to restless bandits in which there are more than two possible actions in each state.

    Secondly, I show that condition (ii) in the definition of PCL(F)-indexability is actually implied by (i), if we add a mild condition that can always be met by perturbing the data. Thirdly, I describe two interesting classes of restless bandits that are always indexable.