A Note on Bandits with a Twist

DOI10.1137/S0895480103433549zbMath1101.90080OpenAlexW2052169104MaRDI QIDQ4652624

Jay Sethuraman, Akshay-Kumar Katta

Publication date: 28 February 2005

Published in: SIAM Journal on Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895480103433549

zbMATH Keywords

gamestochastic schedulingGittins indexpriority rulemultiarmed bandit problemgeneralized bandit problem

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40) Markov processes (60J99)

Related Items (2)

Optimal activation of halting multi‐armed bandit models ⋮ A generalized Gittins index for a Markov chain and its recursive calculation

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