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Record Nr. |
UNINA9910830276503321 |
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Autore |
Gittins John C. <1938-> |
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Titolo |
Multi-armed bandit allocation indices [[electronic resource] /] / John Gittins, Kevin Glazebrook, Richard Weber |
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Pubbl/distr/stampa |
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Chichester, : Wiley, 2011 |
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ISBN |
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1-283-37409-9 |
9786613374097 |
0-470-98004-4 |
0-470-98003-6 |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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1 online resource (311 p.) |
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Altri autori (Persone) |
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GlazebrookKevin D. <1950-> |
WeberRichard <1953-> |
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Disciplina |
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Soggetti |
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Resource allocation - Mathematical models |
Mathematical optimization |
Programming (Mathematics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Multi-armed Bandit Allocation Indices; Contents; Foreword; Foreword to the first edition; Preface; Preface to the first edition; 1 Introduction or exploration; Exercises; 2 Main ideas: Gittins index; 2.1 Introduction; 2.2 Decision processes; 2.3 Simple families of alternative bandit processes; 2.4 Dynamic programming; 2.5 Gittins index theorem; 2.6 Gittins index; 2.6.1 Gittins index and the multi-armed bandit; 2.6.2 Coins problem; 2.6.3 Characterization of the optimal stopping time; 2.6.4 The restart-in-state formulation; 2.6.5 Dependence on discount factor |
2.6.6 Myopic and forwards induction policies2.7 Proof of the index theorem by interchanging bandit portions; 2.8 Continuous-time bandit processes; 2.9 Proof of the index theorem by induction and interchange argument; 2.10 Calculation of Gittins indices; 2.11 Monotonicity conditions; 2.11.1 Monotone indices; 2.11.2 Monotone jobs; 2.12 History of the index theorem; 2.13 Some decision process theory; Exercises; 3 Necessary assumptions for indices; 3.1 Introduction; 3.2 |
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