Multi-armed bandit allocation indices /

• Main Author: Gittins, John C., 1938-
• Other Authors: Weber, Richard, 1953-, Glazebrook, Kevin D., 1950-
• Format: eBook
• Language: English
• Published: Hoboken, NJ : John Wiley & Sons, 2011.
• Edition: 2nd ed.
• Subjects: 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,...

Table of Contents:

• 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.