Discounted Multiarmed Bandit Problems on a Collection of Machines with Varying Speeds

DOI10.1287/moor.1030.0068zbMath1082.90044OpenAlexW2112956926MaRDI QIDQ5704171

R. T. Dunn, Kevin D. Glazebrook

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1030.0068

zbMATH Keywords

average reward optimality, Blackwell optimality, Gittins index, multiarmed bandit, sensitive discount optimality

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

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Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation ⋮ Stochastic scheduling on parallel machines to minimize discounted holding costs

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