139 citations · 476 across the 18 of their papers we have counts for
4 papers · 2 filters
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…
Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach
José Niño-Mora
This paper develops a polyhedral approach to the design, analysis, and computation of dynamic allocation indices for scheduling binary-action (engage/rest) Markovian stochastic pro…
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…