CORR
2010
Springer
13 years 11 months ago
2010
Springer
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
IPCO
2008
14 years 27 days ago
2008
We study the stochastic machine replenishment problem, which is a canonical special case of closed multiclass queuing systems in Markov decision theory. The problem models the sche...