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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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An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits: Corrigendum
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- Advances in Applied Probability / Volume 55 / Issue 3 / September 2023
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- 22 March 2023, pp. 1075-1083
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- September 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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On the forward algorithm for stopping problems on continuous-time Markov chains
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- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
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- 22 November 2021, pp. 1043-1063
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- December 2021
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Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates
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- Journal of Applied Probability / Volume 58 / Issue 2 / June 2021
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- 23 June 2021, pp. 523-550
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- June 2021
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On gradual-impulse control of continuous-time Markov decision processes with exponential utility
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- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
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- 01 July 2021, pp. 301-334
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- June 2021
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An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
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- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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- 03 September 2019, pp. 745-772
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- September 2019
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Risk-sensitive semi-Markov decision processes with general utilities and multiple criteria
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- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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- 16 November 2018, pp. 783-804
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- September 2018
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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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Note on discounted continuous-time Markov decision processes with a lower bounding function
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- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
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- 30 November 2017, pp. 1071-1088
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- December 2017
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A continuity question of Dubins and Savage
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 462-473
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- June 2017
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Markov decision process algorithms for wealth allocation problems with defaultable bonds
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 392-405
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- June 2016
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Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1064-1087
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- December 2015
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Countable state Markov decision processes with unbounded jump rates and discounted cost: optimality equation and approximations
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1088-1107
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- December 2015
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On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 652-667
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- September 2015
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First Passage Optimality and Variance Minimisation of Markov Decision Processes with Varying Discount Factors
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 441-456
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- June 2015
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Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion
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- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
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- 30 January 2018, pp. 419-440
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- June 2015
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Impulsive Control for Continuous-Time Markov Decision Processes
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- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
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- 04 January 2016, pp. 106-127
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- March 2015
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Average Optimality for Continuous-Time Markov Decision Processes Under Weak Continuity Conditions
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- Journal of Applied Probability / Volume 51 / Issue 4 / December 2014
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- 30 January 2018, pp. 954-970
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- December 2014
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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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