On the evaluation of strategies for branching bandit processes

DOI10.1007/BF02204822zbMath0738.90084OpenAlexW2082385992MaRDI QIDQ1178448

N. A. Fay, Kevin D. Glazebrook, Richard J. Boys

Publication date: 26 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02204822

zbMATH Keywords

precedence constraintsstochastic environmentGittins' indexBandit processquasi-myopic heuristicsstrategy evaluation for resource allocation

Mathematics Subject Classification ID

Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Stochastic systems in control theory (general) (93E03) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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