Multi-armed bandit allocation indices [electronic resource] / John Gittins, Richard Weber, Kevin Glazebrook.

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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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Gittins, John C., 1938-
Other Authors:	Weber, Richard, 1953-, Glazebrook, Kevin D., 1950-
Format:	Electronic eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons, 2011.
Edition:	2nd ed.
Subjects:	Resource allocation > Mathematical models. Mathematical optimization. Programming (Mathematics)