Cover Image

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

Show other versions (3)

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,...

Full description

Saved in:
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)
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.

Similar Items