Spinning plates and squad systems: policies for bi-directional restless bandits
Spinning plates and squad systems: policies for bi-directional restless bandits
复制标题
旋转盘和小队系统：针对双向不安匪的政策
DOI：
10.1239/aap/1143936142
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发表时间：
2006
影响因子：
1.2
通讯作者：
D. Ruiz
中科院分区：
文献类型：
--
作者：
K. Glazebrook;C. Kirkbride;D. Ruiz
本文讨论了两类马尔可夫决策问题，它们属于(双向)躁动匪族，这是由惠特尔提出的一类棘手的决策过程。旋转盘子问题涉及对可产生回报的资产组合的最优管理，这些资产的收益率随着投资而增长，但在其他情况下往往会下降。在被称为班组制度的资产剥削模型中，资产的收益率在使用时往往会下降，但当资产处于静止状态时会回升。在所有情况下，都给出了保证问题的可指标性的简单陈述的条件，以及保证其严格可指标性的必要条件和充分条件。对分析得出的资产激活指数启发式方法进行了数字评估，发现其表现非常强劲。
This paper concerns two families of Markov decision problem that fall within the family of (bi-directional) restless bandits, an intractable class of decision processes introduced by Whittle. 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 all cases, simply stated conditions are given that guarantee indexability of the problem, together with conditions necessary and sufficient for its strict indexability. The index heuristics for asset activation that emerge from the analysis are assessed numerically and found to perform very strongly.