@preamble{ "\newcommand{\noopsort}[1]{} "
        # "\newcommand{\printfirst}[2]{#1} "
        # "\newcommand{\singleletter}[1]{#1} "
        # "\newcommand{\switchargs}[2]{#2#1} " }
@string{rrw="R.R. Weber"}
@string{gw="G. Weiss"}
@string{kg="Glazebrook, K.D."}
@string{aap="Adv. Appl. Prob."}
@string{jap="J. Appl. Prob."}
@string{mor="Mathematics of Operations Research"}
@string{ms="Management Science"}
@string{om="Omega"}
@string{or="Operations Research"}
@string{naval="Naval Research Logistics Quarterly"}
@string{peis="Probability in the Engineering and Informational Sciences"}
@string{auto="IEEE Trans. Auto. Control"}

@article{Epl86,
   author    = {Eplett, W.J.R.},
   title     = {Continuous-Time Allocation Indices and Their Discrete-Time Approximation},
   journal   = aap,
   year      = 1986,
   volume    = {{\bf 18}},
   pages     = {724--746}
}


@incollection{Git74,
   author    = {Gittins, J.C. and Jones, D.M.},
   title     = {A Dynamic Allocation Index for the Sequential Design of
                Experiments},
   booktitle = {Progress in Statistics},
   year      = 1974,
   editor    = {J. Gani},
   publisher = {North-Holland},
   address   = {Amsterdam, NL},
   pages     = {241--266}
}


@article{Git77,
   author    = {Gittins, J.C. and} # kg,
   title     = {On {B}ayesian Models in Stochastic Scheduling},
   journal   = jap,
   year      = 1977,
   volume    = {{\bf 14}},
   pages     = {556--565}
}


@article{Git79,
   author    = {Gittins, J.C.},
   title     = {Bandit Processes and Dynamic Allocation Indices},
   journal   = {J. R. Statist. Soc. B},
   year      = 1979,
   volume    = {{\bf 41}},
   pages     = {148--164}
}


@book{Git89,
   author    = {Gittins, J.C.},
   title     = {Bandit Processes and Dynamic Allocation Indices},
   year      = 1989,
   publisher = {John Wiley}
}


@article{Gla82d,
   author    = kg,
   title     = {On a Sufficient Condition for Superprocesses due to {W}hittle},
   journal   = jap,
   year      = 1982,
   volume    = {{\bf 19}},
   pages     = {99--110}
}


@article{Gla83e,
   author    = kg,
   title     = {Some Best Possible Results for a Discounted One Armed Bandit},
   journal   = {Metrica},
   year      = 1983,
   volume    = {{\bf 30}},
   pages     = {109--115}
}


@article{Kat87,
   author    = {Katehakis, M.N. and {Veinott Jr}, A.F.},
   title     = {The Multi-Armed Bandit Problem: Decomposition and Computation},
   journal   = mor,
   year      = 1987,
   volume    = {{\bf 12}},
   pages     = {262--268}
}


@article{Kel81,
   author    = {Kelly, F.P.},
   title     = {Multi-Armed Bandits with Discount Factor Near One: The {B}ernoulli Case},
   journal   = {Ann. Statis.},
   year      = 1981,
   volume    = {{\bf 9}},
   pages     = {987--1001}
}


@article{Man86,
   author    = {Mandelbaum, A.},
   title     = {Discrete Multi-armed Bandits and Multi-Parameter Processes},
   journal   = {Prob. Theory Rel. Fields},
   year      = 1986,
   volume    = {{\bf 71}},
   pages     = {129--147}
}


@article{Ofl89,
   author    = {O'Flaherty},
   title     = {Some Results on Two-armed Bandits when Both Projects Vary},
   journal   = jap,
   year      = 1989,
   volume    = {{\bf 26}},
   pages     = {655--658}
}


@article{Tsi86,
   author    = {Tsitsiklis, J.N.},
   title     = {A Lemma on the Multiarmed Bandit Problem},
   journal   = auto,
   year      = 1986,
   volume    = {{\bf 31}},
   pages     = {576--577}
}


@article{Var85,
   author    = {Varaiya, P. and Walrand, J. and Buyukkoc, C.},
   title     = {Extensions of the Multiarmed bandit Problem: the Discounted Case},
   journal   = auto,
   year      = 1985,
   volume    = {{\bf 30}},
   pages     = {426--439}
}


@article{Web92c,
   author    = rrw,
   title     = {On the {G}ittins Index for multiarmed bandits},
   journal   = {Ann. Appl. Prob.},
   year      = 1992,
   volume    = {{\bf 2}},
   pages     = {1024--33}
}


@article{Wei88a,
   author    = {Weiss, G.},
   title     = {Branching Bandit Processes},
   journal   = peis,
   year      = 1988,
   volume    = {{\bf 2}},
   pages     = {269--278}
}


@article{Whi80,
   author    = {Whittle, P.},
   title     = {Multi-Armed Bandits and the {G}ittins Index},
   journal   = {J. R. Statist. Soc. B},
   year      = 1980,
   volume    = {{\bf 42}},
   pages     = {143--149}
}


@article{Whi81,
   author    = {Whittle, P.},
   title     = {Arm Acquiring Bandits},
   journal   = aap,
   year      = 1981,
   volume    = {{\bf 9}},
   pages     = {284--292}
}


@inproceedings{Whi82,
   author    = {Whittle, P.},
   title     = {Sequential Project Selection (Multi-armed Bandits) and the {G}ittins Index},
   booktitle = {Deterministic and Stochastic Scheduling},
   year      = 1982,
   editor    = {M.A.H. Dempster and J.K. Lenstra and A.H.G. Rinnooy Kan},
   publisher = {Reidel},
   pages     = {333--341}
}


@incollection{Whi88,
   author    = {Whittle, P.},
   title     = {Restless bandits: activity allocation in a changing world},
   booktitle = {A celebration of Applied Probability},
   year      = 1988,
   editor    = {J. Gani},
   publisher = {Applied Probability Trust},
   pages     = {287--298},
   series    = {Applied Probability Special Volume 25A}
}


@article{Web90a,
   author    = rrw # {and Weiss, G.},
   title     = {On an index policy for restless bandits},
   journal   = jap,
   year      = 1990,
   volume    = {{\bf 27}},
   pages     = {637--648}
}


@techreport{Web90b,
   author    = rrw # {and Weiss, G.},
   title     = {On an index policy for restless bandits},
   institution = {Georgia Institute of Technology, Industrial and Systems Engineering Report Series},
   year      = 1990,
   address   = {Atlanta, Georgia 30332, U.S.A.},
   number    = {J-89--4}
}


@article{Web91b,
   author    = rrw # {and Weiss, G.},
   title     = {Addendum to `{O}n an index policy for restless bandits'},
   journal   = jap,
   year      = 1991,
   volume    = {23},
   pages     = {429--430}
}