Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting (Q5240313)
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scientific article; zbMATH DE number 7122182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting |
scientific article; zbMATH DE number 7122182 |
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Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting (English)
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25 October 2019
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multicomponent systems
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Gittins index
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simple family of alternative Markov bandit processes
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multiarmed bandit problem
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Markov decision process
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controlled Markov processes
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long run average return
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no discounting
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switching penalties
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optimal strategy
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