Publications
Authors:
  • Chris Dance , Tomi Silander
Citation:
NIPS, Montréal, Canada, December 7-12, 2015.
Abstract:
We study the restless bandit associated with an extremely simple scalar Kalman lter
model in discrete time. Under certain assumptions, we prove that the problem is
indexable
in the sense that the
Whittle index
is a non-decreasing function of the relevant belief state.
In spite of the long history of this problem, this appears to be the rst such proof. We use
results about
Schur-convexity
and
mechanical words
, which are particular binary strings
intimately related to
palindromes
Year:
2015
Report number:
2015/049