On a new approach to the analysis of complex multi-armed bandits

DOI10.1007/S001860050036zbMath0959.90067OpenAlexW2020677679MaRDI QIDQ1298696

R. Garbe, Kevin D. Glazebrook

Publication date: 2 May 2001

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

Full work available at URL: https://doi.org/10.1007/s001860050036

zbMATH Keywords

conservation lawsGittins indexmulti-armed banditLP relaxationperformance spaceundiscounted tax problem

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Markov and semi-Markov decision processes (90C40)

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