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Conditions for indexability of restless bandits and an $O(K^3)$ algorithm to compute whittle index – CORRIGENDUM
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 09 June 2023, pp. 1473-1474
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- December 2023
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With or without replacement? Sampling uncertainty in Shepp’s urn scheme
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 22 December 2022, pp. 661-675
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- June 2023
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Conditions for indexability of restless bandits and an $\mathcal{O}\!\left(K^3\right)$ algorithm to compute Whittle index
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 14 June 2022, pp. 1164-1192
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- December 2022
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Computable approximations for average Markov decision processes in continuous time
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- Journal of Applied Probability / Volume 55 / Issue 2 / June 2018
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- 26 July 2018, pp. 571-592
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- June 2018
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Vanishing discount approximations in controlled Markov chains with risk-sensitive average criterion
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- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
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- 20 March 2018, pp. 204-230
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- March 2018
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SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS
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- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
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- 28 January 2016, pp. 339-351
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Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers
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- Advances in Applied Probability / Volume 47 / Issue 2 / June 2015
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- 22 February 2016, pp. 355-377
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- June 2015
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Optimal Online Selection of an Alternating Subsequence: A Central Limit Theorem
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- Advances in Applied Probability / Volume 46 / Issue 2 / June 2014
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- 22 February 2016, pp. 536-559
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- June 2014
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Monotone Policies and Indexability for Bidirectional Restless Bandits
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 51-85
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- March 2013
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Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss
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- Journal of Applied Probability / Volume 49 / Issue 1 / March 2012
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- 04 February 2016, pp. 114-136
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- March 2012
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Online Selection of Alternating Subsequences from a Random Sample
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 1114-1132
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- December 2011
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Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters
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- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
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- 14 July 2016, pp. 954-967
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- December 2011
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A Weakest Link Marked Stopping Problem
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- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
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- 14 July 2016, pp. 843-851
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- December 2007
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Corrected random walk approximations to free boundary problems in optimal stopping
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 753-775
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- September 2007
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The minimax bookie: the two-horse case
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- Advances in Applied Probability / Volume 38 / Issue 4 / December 2006
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- 08 September 2016, pp. 899-915
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- December 2006
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A note on long-term optimal portfolios under drawdown constraints
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 673-692
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- September 2006
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Derivatives pricing via p-optimal martingale measures: some extreme cases
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- Journal of Applied Probability / Volume 43 / Issue 3 / September 2006
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- 14 July 2016, pp. 634-651
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- September 2006
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Some indexable families of restless bandit problems
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 643-672
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- September 2006
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Spinning plates and squad systems: policies for bi-directional restless bandits
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- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
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- 01 July 2016, pp. 95-115
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- March 2006
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Controlled Markov set-chains with discounting
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- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 293-302
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- June 1998
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