Multi-armed bandit processes with optimal selection of the operating times

DOI10.1007/BF02595405zbMath1096.90041OpenAlexW1969024523MaRDI QIDQ2387146

Ibarrola Pilar, Ricardo Vélez Ibarrola

Publication date: 1 September 2005

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595405

zbMATH Keywords

Gittins indexmulti-armed bandit processes

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Sequential statistical analysis (62L10)

Cites Work

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• Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole
• On the Gittins index for multiarmed bandits
• A lemma on the multiarmed bandit problem
• On a sufficient condition for superprocesses due to whittle
• Switching Costs and the Gittins Index
• Multi-armed bandits with switching penalties

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