Multi-armed bandit allocation indices /

• Κύριος συγγραφέας: Gittins, John C., 1938-
• Άλλοι συγγραφείς: Weber, Richard, 1953-, Glazebrook, Kevin D., 1950-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, NJ : John Wiley & Sons, 2011.
• Έκδοση: 2nd ed.
• Θέματα: Resource allocation > Mathematical models.; Mathematical optimization.; Programming (Mathematics); Mathematics.; MATHEMATICS > Probability & Statistics > General.; Electronic books.

 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. 

 Front Matter -- Introduction or Exploration -- Main Ideas: Gittins Index -- Necessary Assumptions for Indices -- Superprocesses, Precedence Constraints and Arrivals -- The Achievable Region Methodology -- Restless Bandits and Lagrangian Relaxation -- Multi-Population Random Sampling (Theory) -- Multi-Population Random Sampling (Calculations) -- Further Exploitation -- References -- Tables -- Index.