Derives a unifying closed-form expression for Whittle's index in Markovian bandits together with conditions for threshold optimality and indexability.
Restless bandit marginal productivity indices, diminishing returns, and optimal control of make-to-order/make-to-stock M / G /1 queues
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A unifying computations of Whittle's Index for Markovian bandits
Derives a unifying closed-form expression for Whittle's index in Markovian bandits together with conditions for threshold optimality and indexability.