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On the optimality of the Gittins index rule for multi-armed bandits with multiple plays

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Publication:1974590
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DOI10.1007/s001860050080zbMath0940.91064OpenAlexW3166921358MaRDI QIDQ1974590

Dimitrios G. Pandelis, Demosthenis Teneketzis

Publication date: 7 May 2000

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

Full work available at URL: http://hdl.handle.net/2027.42/41854


zbMATH Keywords

Gittins indexmulti-armed bandits


Mathematics Subject Classification ID

Mathematical economics (91B99)


Related Items (4)

Multi-machine preventive maintenance scheduling with imperfect interventions: a restless bandit approach ⋮ A perpetual search for talents across overlapping generations: a learning process ⋮ Optimal investment and consumption with stochastic dividends ⋮ Robust control of the multi-armed bandit problem




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