On Solving Finite State Multi-Armed Bandit Problem by Linear Programming

DOI10.1080/02522667.1991.10699072zbMath0733.90077OpenAlexW2047728002MaRDI QIDQ3360683

Zulfiqar A. Khan

Publication date: 1991

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1991.10699072

zbMATH Keywords

dynamic allocation indicesfinite state multi-armed bandit problem

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Finite state Markovian decision processes
• Resource allocation in speculative chemical research

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