Four proofs of Gittins' multiarmed bandit theorem
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Publication:333080
DOI10.1007/s10479-013-1523-0zbMath1348.60065OpenAlexW2109643282MaRDI QIDQ333080
Publication date: 9 November 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1523-0
Queueing theory (aspects of probability theory) (60K25) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Related Items (5)
Approximation algorithms for stochastic combinatorial optimization problems ⋮ MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT ⋮ Decomposing risk in an exploitation-exploration problem with endogenous termination time ⋮ Gittins' theorem under uncertainty ⋮ Robust control of the multi-armed bandit problem
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