139 citations · 314 across the 7 of their papers we have counts for
7 papers
Dynamic priority allocation via restless bandit marginal productivity indices
José Niño-Mora
This paper surveys recent work by the author on the theoretical and algorithmic aspects of restless bandit indexation as well as on its application to a variety of problems involvi…
A faster index algorithm and a computational study for bandits with switching costs
José Niño-Mora
We address the intractable multi-armed bandit problem with switching costs, for which Asawa and Teneketzis introduced in [M. Asawa and D. Teneketzis. 1996. Multi-armed bandits with…
A fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain
José Niño-Mora
This paper presents a new \emph{fast-pivoting} algorithm that computes the Gittins index values of an -state bandit -- in the discounted and undiscounted cases -- by perform…
Computing a classic index for finite-horizon bandits
José Niño-Mora
This paper considers the efficient exact computation of the counterpart of the Gittins index for a finite-horizon discrete-state bandit, which measures for each initial state the a…
Solving Poisson's equation for birth-death chains: Structure, instability, and accurate approximation
José Niño-Mora
Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded t…
Admission and routing of soft real-time jobs to multiclusters: Design and comparison of index policies
José Niño-Mora
Motivated by time-sensitive e-service applications, we consider the design of effective policies in a Markovian model for the dynamic control of both admission and routing of a sin…