| Article ID: | iaor2000529 |
| Country: | Germany |
| Volume: | 48 |
| Issue: | 3 |
| Start Page Number: | 419 |
| End Page Number: | 442 |
| Publication Date: | Jan 1998 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Glazebrook K.D., Garbe R. |
A radically new approach to indexable systems pioneered by Bertsimas and Niño-Mora is utilised to provide novel analyses of classes of complex multi-armed bandits in which the individual bandits have their own decision structure. A new index result for an undiscounted model is established. Parallel server versions of the models are studied via (the dual of) an LP relaxation. This analysis yields a natural heuristic policy which is evaluated numerically.