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Jos NioMora
Information about the author Jos NioMora will soon be added to the site.
Found
3 papers
in total
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A (2/3)n3 fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain
2007
This paper presents a new fast–pivoting algorithm that computes the n Gittins...
A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs
2008
We address the intractable multi–armed bandit problem with switching costs, for...
Restless bandit marginal productivity indices, diminishing returns, and optimal control of make-to-order/make-to-stock M/G/1 queues
2006
This paper presents a framework grounded on convex optimization and economics ideas to...
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