Multi-armed bandit allocation indices / John Gittins, Kevin Glazebrook, Richard Weber.
In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights,...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Chichester, UK :
Wiley,
2011.
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| Edition: | 2nd ed. |
| Subjects: |
| Summary: | In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whit. |
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| Physical Description: | 1 online resource (xvi, 293 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780470670026 0470670029 |