论文信息 - Addendum to ‘On an index policy for restless bandits'

Addendum to ‘On an index policy for restless bandits'

We show that the fluid approximation to Whittle's index policy for restless bandits has a globally asymptotically stable equilibrium point when the bandits move on just three states. It follows that in this case the index policy is asymptotic optimal.

R. Weber | G. Weiss | Gideon Weiss

[1] D. Jordan,et al. Nonlinear Ordinary Differential Equations: An Introduction for Scientists and Engineers , 1979 .

[2] D. Jordan,et al. Nonlinear ordinary differential equations (2nd ed.) , 1987 .

[3] P. Whittle. Restless Bandits: Activity Allocation in a Changing World , 1988 .