Evaluating policies for generalized bandits via a notion of duality

DOI10.1239/JAP/1014842557zbMath1015.90083OpenAlexW2058616389MaRDI QIDQ4519117

J. H. Crosbie, K. D. Glazenbrook

Publication date: 10 July 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842557

zbMATH Keywords

dualityindex policiessuboptimality boundsgeneralized bandits

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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