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Akbarzadeh, Nima; Mahajan, Aditya Conditions for indexability of restless bandits and an \(\mathcal{O}(K^3)\) algorithm to compute Whittle index. (English) Zbl 1508.90113 Adv. Appl. Probab. 54, No. 4, 1164-1192 (2022); corrigendum ibid. 55, No. 4, 1473-1474 (2023). MSC: 90C40 90C39 49M20 91B32 PDFBibTeX XMLCite \textit{N. Akbarzadeh} and \textit{A. Mahajan}, Adv. Appl. Probab. 54, No. 4, 1164--1192 (2022; Zbl 1508.90113) Full Text: DOI arXiv
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Lacker, Daniel A non-exponential extension of Sanov’s theorem via convex duality. (English) Zbl 1453.60074 Adv. Appl. Probab. 52, No. 1, 61-101 (2020). MSC: 60F10 46N10 PDFBibTeX XMLCite \textit{D. Lacker}, Adv. Appl. Probab. 52, No. 1, 61--101 (2020; Zbl 1453.60074) Full Text: DOI arXiv
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Grigorescu, Ilie; Yao, Yi-Ching Maximizing the variance of the time to ruin in a multiplayer game with selection. (English) Zbl 1347.91078 Adv. Appl. Probab. 48, No. 2, 610-630 (2016). MSC: 91A60 60G40 60C05 93E20 49L20 PDFBibTeX XMLCite \textit{I. Grigorescu} and \textit{Y.-C. Yao}, Adv. Appl. Probab. 48, No. 2, 610--630 (2016; Zbl 1347.91078) Full Text: DOI Link
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Hodge, D. J.; Glazebrook, K. D. On the asymptotic optimality of greedy index heuristics for multi-action restless bandits. (English) Zbl 1326.90102 Adv. Appl. Probab. 47, No. 3, 652-667 (2015). MSC: 90C40 49L20 49M20 93E20 PDFBibTeX XMLCite \textit{D. J. Hodge} and \textit{K. D. Glazebrook}, Adv. Appl. Probab. 47, No. 3, 652--667 (2015; Zbl 1326.90102) Full Text: DOI Link
Lin, Qian Nash equilibrium payoffs for stochastic differential games with two reflecting barriers. (English) Zbl 1329.49070 Adv. Appl. Probab. 47, No. 2, 355-377 (2015). MSC: 49N70 49J55 91A23 91A15 60H10 60H30 90C39 PDFBibTeX XMLCite \textit{Q. Lin}, Adv. Appl. Probab. 47, No. 2, 355--377 (2015; Zbl 1329.49070) Full Text: DOI Euclid
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Lai, Tse Leung; Yao, Yi-Ching; Aitsahlia, Farid Corrected random walk approximations to free boundary problems in optimal stopping. (English) Zbl 1127.60038 Adv. Appl. Probab. 39, No. 3, 753-775 (2007). MSC: 60G40 60H30 90C39 PDFBibTeX XMLCite \textit{T. L. Lai} et al., Adv. Appl. Probab. 39, No. 3, 753--775 (2007; Zbl 1127.60038) Full Text: DOI
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Glazebrook, K. D.; Kirkbride, C.; Ruiz-Hernandez, D. Spinning plates and squad systems: policies for bi-directional restless bandits. (English) Zbl 1105.90103 Adv. Appl. Probab. 38, No. 1, 95-115 (2006). MSC: 90C40 49L20 90C39 49M20 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Adv. Appl. Probab. 38, No. 1, 95--115 (2006; Zbl 1105.90103) Full Text: DOI
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