Addendum to ‘On an index policy for restless bandits'
- 1 June 1991
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 23 (2) , 429-430
- https://doi.org/10.2307/1427757
Abstract
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.Keywords
This publication has 2 references indexed in Scilit:
- On an index policy for restless banditsJournal of Applied Probability, 1990
- Restless bandits: activity allocation in a changing worldJournal of Applied Probability, 1988