Addendum to `On an index policy for restless bandits'

R.R. Weber and G. Weiss, J. Appl. Prob. 23 429-430, 1991.


We show that the fluid approximation to Whittle's index policy for restless 
bandits has a globally asymptotically stable equilibrium point when the bandits 
move on just three states.  It follows that in this case the index policy is 
asymptotically optimal.

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