LEADER 05447nam 2200673Ia 450 001 9910830276503321 005 20230725052438.0 010 $a1-283-37409-9 010 $a9786613374097 010 $a0-470-98004-4 010 $a0-470-98003-6 035 $a(CKB)3400000000000317 035 $a(EBL)661847 035 $a(SSID)ssj0000477769 035 $a(PQKBManifestationID)11296731 035 $a(PQKBTitleCode)TC0000477769 035 $a(PQKBWorkID)10513471 035 $a(PQKB)11586395 035 $a(MiAaPQ)EBC661847 035 $a(OCoLC)705354489 035 $a(EXLCZ)993400000000000317 100 $a20101103d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMulti-armed bandit allocation indices$b[electronic resource] /$fJohn Gittins, Kevin Glazebrook, Richard Weber 205 $a2nd ed. 210 $aChichester $cWiley$d2011 215 $a1 online resource (311 p.) 300 $aDescription based upon print version of record. 311 $a0-470-67002-9 320 $aIncludes bibliographical references and index. 327 $aMulti-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 327 $a2.6.6 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 Jobs; 3.3 Continuous-time jobs; 3.3.1 Definition; 3.3.2 Policies for continuous-time jobs 327 $a3.3.3 The continuous-time index theorem for a SFABP of jobs3.4 Necessary assumptions; 3.4.1 Necessity of an infinite time horizon; 3.4.2 Necessity of constant exponential discounting; 3.4.3 Necessity of a single processor; 3.5 Beyond the necessary assumptions; 3.5.1 Bandit-dependent discount factors; 3.5.2 Stochastic discounting; 3.5.3 Undiscounted rewards; 3.5.4 A discrete search problem; 3.5.5 Multiple processors; Exercises; 4 Superprocesses, precedence constraints and arrivals; 4.1 Introduction; 4.2 Bandit superprocesses; 4.3 The index theorem for superprocesses 327 $a4.4 Stoppable bandit processes4.5 Proof of the index theorem by freezing and promotion rules; 4.5.1 Freezing rules; 4.5.2 Promotion rules; 4.6 The index theorem for jobs with precedence constraints; 4.7 Precedence constraints forming an out-forest; 4.8 Bandit processes with arrivals; 4.9 Tax problems; 4.9.1 Ongoing bandits and tax problems; 4.9.2 Klimov's model; 4.9.3 Minimum EWFT for the M/G/1 queue; 4.10 Near optimality of nearly index policies; Exercises; 5 The achievable region methodology; 5.1 Introduction; 5.2 A simple example; 5.3 Proof of the index theorem by greedy algorithm 327 $a5.4 Generalized conservation laws and indexable systems5.5 Performance bounds for policies for branching bandits; 5.6 Job selection and scheduling problems; 5.7 Multi-armed bandits on parallel machines; Exercises; 6 Restless bandits and Lagrangian relaxation; 6.1 Introduction; 6.2 Restless bandits; 6.3 Whittle indices for restless bandits; 6.4 Asymptotic optimality; 6.5 Monotone policies and simple proofs of indexability; 6.6 Applications to multi-class queueing systems; 6.7 Performance bounds for the Whittle index policy; 6.8 Indices for more general resource configurations; Exercises 327 $a7 Multi-population random sampling (theory) 330 $aIn 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, W 606 $aResource allocation$xMathematical models 606 $aMathematical optimization 606 $aProgramming (Mathematics) 615 0$aResource allocation$xMathematical models. 615 0$aMathematical optimization. 615 0$aProgramming (Mathematics) 676 $a519.5 676 $a519.8 700 $aGittins$b John C.$f1938-$01652389 701 $aGlazebrook$b Kevin D.$f1950-$01443322 701 $aWeber$b Richard$f1953-$0942460 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910830276503321 996 $aMulti-armed bandit allocation indices$94003007 997 $aUNINA LEADER 03672nam 2200625 a 450 001 9910807762603321 005 20230721031636.0 010 $a1-383-04329-9 010 $a0-19-160872-6 010 $a1-281-15444-X 010 $a9786611154448 010 $a0-19-153686-5 010 $a1-4294-9300-3 035 $a(CKB)1000000000476651 035 $a(EBL)415999 035 $a(OCoLC)476246376 035 $a(SSID)ssj0000260122 035 $a(PQKBManifestationID)11244634 035 $a(PQKBTitleCode)TC0000260122 035 $a(PQKBWorkID)10192463 035 $a(PQKB)10390443 035 $a(Au-PeEL)EBL415999 035 $a(CaPaEBR)ebr10271630 035 $a(CaONFJC)MIL115444 035 $a(Au-PeEL)EBL7035406 035 $a(MiAaPQ)EBC415999 035 $a(EXLCZ)991000000000476651 100 $a20070725d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aTop incomes over the twentieth century$b[electronic resource] $ea contrast between continental European and English-speaking countries /$fedited by A.B. Atkinson and T. Piketty 210 $aOxford ;$aNew York $cOxford University Press$d2007 215 $a1 online resource (1123 p.) 300 $aDescription based upon print version of record. 311 $a0-19-872775-5 311 $a0-19-928688-4 320 $aIncludes bibliographical references and index. 327 $aCover Page; Title Page; Copyright Page; Preface; Contents; List of Figures, Tables, and Boxes; 1 Top Incomes Over the Twentieth Century: A Summary of Main Findings T. Piketty; 2 Measuring Top Incomes: Methodological Issues A. B. Atkinson; 3 Income, Wage, and Wealth Inequality in France, 1901-98 T. Piketty; 4 The Distribution of Top Incomes in the United Kingdom 1908-2000 A. B. Atkinson; 5 Income and Wage Inequality in the United States, 1913-2002 T. Piketty and E. Saez; 6 The Evolution of High Incomes in Canada, 1920-2000 E. Saez and M. R. Veall 327 $a7 The Distribution of Top Incomes in Australia A. B. Atkinson and A. Leigh8 The Distribution of Top Incomes in New Zealand A. B. Atkinson and A. Leigh; 9 Top Incomes in Germany Throughout the Twentieth Century: 1891-1998 F. Dell; 10 Top Incomes in the Netherlands over the Twentieth Century W. Salverda and A. B. Atkinson; 11 Income and Wealth Concentration in Switzerland over the Twentieth Century F. Dell, T. Piketty, and E. Saez; 12 Long-Term Trends in Top Income Shares in Ireland B. Nolan; 13 Towards a Unified Data Set on Top Incomes A. B. Atkinson and T. Piketty; Index; Footnotes 330 $aBased on pioneering research on top incomes, this volume uses data from income tax records in 10 OECD countries over the past century to cast new light on the dramatic changes that have taken place among top earners. The volume provides rich material for exploring inequality, taxation, the impact of wars, and executive compensation. - ;Based on a pioneering research programme on the evolution of top incomes, this volume brings together studies from 10 OECD countries. This rapidly growing field of economic research investigates the top segment of the income distribution by using data from incom 606 $aIncome distribution$xHistory$y20th century 615 0$aIncome distribution$xHistory 676 $a339.20904 701 $aAtkinson$b A. B$g(Anthony Barnes),$f1944-$01089485 701 $aPiketty$b Thomas$f1971-$0148972 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910807762603321 996 $aTop incomes over the twentieth century$94015359 997 $aUNINA