Indexable Restless Bandits

Name: Indexable Restless Bandits
Brand: VDM Verlag Dr. Mueller E.K.
SKU: 9783639038958
Price: 376.32 RON
Availability: InStock

Index Policies for Some Families of Stochastic Scheduling and Dynamic Allocation Problems

Autor: Diego Ruiz-Hernandez

Limbă:

Legare: Carte broșată

Editura: VDM Verlag Dr. Mueller E.K.

Disponibilitate: În depozitul extern

Expediem în 14-21 zile

376.32 lei

This book concerns two broad classes of Markov §decision problems that fall within the family §of "r...

Informații despre carte

Autor

Diego Ruiz-Hernandez

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2008

Pagini

204

EAN

9783639038958

ISBN

3639038959

Enbook ID

06813531

Editura

VDM Verlag Dr. Mueller E.K.

Greutate

299

Dimensiuni

152 x 229 x 11

Descriere completă

This book concerns two broad classes of Markov §decision problems that fall within the family §of "restless bandits", an intractable class of §decision processes introduced by P. Whittle.§For the first class of problems, we employ Gittins'' §index theory to establish the indexability of (inter-§alia) general families of restless bandits that §arise in problems of machine maintenance and §stochastic scheduling with switching penalties. We §also give formulae for the resulting indices.§The second class of problems involves two families §of Markov decision problems that can be identified §as "bi-directional" restless bandits. The "spinning §plates" problem concerns the optimal management of a §portfolio of reward-generating assets whose yields §grow with investment but otherwise tend to decline. §In the model of asset exploitation called the "squad §system", the yield from an asset tends to decline §when it is used but will recover when the asset is §at rest. In both cases simply stated conditions are §given which guarantee indexability of the problem. §In all cases, numerical investigations testify the §outstandingly good performance of the index §heuristics concerned.

S-ar putea să te intereseze

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Indexable Restless Bandits

Index Policies for Some Families of Stochastic Scheduling and Dynamic Allocation Problems

Informații despre carte

Descriere completă

S-ar putea să te intereseze