Derives a unifying closed-form expression for Whittle's index in Markovian bandits together with conditions for threshold optimality and indexability.
Distributed Server Allocation for Content Delivery Networks
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abstract
We propose a dynamic formulation of file-sharing networks in terms of an average cost Markov decision process with constraints. By analyzing a Whittle-like relaxation thereof, we propose an index policy in the spirit of Whittle and compare it by simulations with other natural heuristics.
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math.OC 1years
2019 1verdicts
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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.