Multi-armed bandit allocation indices /
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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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, NJ :
John Wiley & Sons,
2011.
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| Edition: | 2nd ed. |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
| 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 (577 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780470980033 0470980036 9780470980040 0470980044 |
| DOI: | 10.1002/9780470980033 |
