Derives a unifying closed-form expression for Whittle's index in Markovian bandits together with conditions for threshold optimality and indexability.
Index policies for the admission control and routing of impatient customers to heterogeneous service stations
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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.