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Multi-armed bandit allocation indices [[electronic resource] /] / John Gittins, Kevin Glazebrook, Richard Weber
| Multi-armed bandit allocation indices [[electronic resource] /] / John Gittins, Kevin Glazebrook, Richard Weber |
| Autore | Gittins John C. <1938-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (311 p.) |
| Disciplina |
519.5
519.8 |
| Altri autori (Persone) |
GlazebrookKevin D. <1950->
WeberRichard <1953-> |
| Soggetto topico |
Resource allocation - Mathematical models
Mathematical optimization Programming (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-37409-9
9786613374097 0-470-98004-4 0-470-98003-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Jobs; 3.3 Continuous-time jobs; 3.3.1 Definition; 3.3.2 Policies for continuous-time jobs 3.3.3 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 4.4 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 5.4 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 7 Multi-population random sampling (theory) |
| Record Nr. | UNINA-9910133454203321 |
Gittins John C. <1938->
|
||
| Chichester, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multi-armed bandit allocation indices [[electronic resource] /] / John Gittins, Kevin Glazebrook, Richard Weber
| Multi-armed bandit allocation indices [[electronic resource] /] / John Gittins, Kevin Glazebrook, Richard Weber |
| Autore | Gittins John C. <1938-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (311 p.) |
| Disciplina |
519.5
519.8 |
| Altri autori (Persone) |
GlazebrookKevin D. <1950->
WeberRichard <1953-> |
| Soggetto topico |
Resource allocation - Mathematical models
Mathematical optimization Programming (Mathematics) |
| ISBN |
1-283-37409-9
9786613374097 0-470-98004-4 0-470-98003-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Jobs; 3.3 Continuous-time jobs; 3.3.1 Definition; 3.3.2 Policies for continuous-time jobs 3.3.3 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 4.4 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 5.4 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 7 Multi-population random sampling (theory) |
| Record Nr. | UNINA-9910830276503321 |
|
Gittins John C. <1938->
|
||
| Chichester, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Multi-armed bandit allocation indices / / John Gittins, Kevin Glazebrook, Richard Weber
| Multi-armed bandit allocation indices / / John Gittins, Kevin Glazebrook, Richard Weber |
| Autore | Gittins John C. <1938-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (311 p.) |
| Disciplina | 519.5 |
| Altri autori (Persone) |
GlazebrookKevin D. <1950->
WeberRichard <1953-> |
| Soggetto topico |
Resource allocation - Mathematical models
Mathematical optimization Programming (Mathematics) |
| ISBN |
1-283-37409-9
9786613374097 0-470-98004-4 0-470-98003-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 Jobs; 3.3 Continuous-time jobs; 3.3.1 Definition; 3.3.2 Policies for continuous-time jobs 3.3.3 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 4.4 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 5.4 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 7 Multi-population random sampling (theory) |
| Record Nr. | UNINA-9910876618603321 |
|
Gittins John C. <1938->
|
||
| Chichester, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing communication networks : economics, technology, and modelling / / Costas Courcoubetis, Richard Weber
| Pricing communication networks : economics, technology, and modelling / / Costas Courcoubetis, Richard Weber |
| Autore | Courcoubetis Costas |
| Pubbl/distr/stampa | West Sussex, England ; ; Hoboken, NJ, : Wiley, c2003 |
| Descrizione fisica | 1 online resource (379 p.) |
| Disciplina | 384/.043 |
| Altri autori (Persone) | WeberRichard <1953-> |
| Collana | Wiley-Interscience series in systems and optimization |
| Soggetto topico |
Information technology - Finance
Computer networks - Mathematical models Digital communications - Mathematical models |
| ISBN |
1-280-27179-5
9786610271795 0-470-29980-0 0-470-86424-9 0-470-86717-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Pricing Communication Networks; Contents; Preface; List of Acronyms; A Networks; 1 Pricing and Communications Networks; 1.1 The Market for Communications Services; 1.1.1 The Communications Revolution; 1.1.2 Communications Services; 1.1.3 Information Goods; 1.1.4 Special Features of the Communications Market; 1.2 Developments in the Marketplace; 1.3 The Role of Economics; 1.3.1 Overprovision or Control?; 1.3.2 Using Pricing for Control and Signalling; 1.3.3 Who Should Pay the Bill?; 1.3.4 Interconnection and Regulation; 1.4 Preliminary Modelling; 1.4.1 Definitions of Charge, Price and Tariff
1.4.2 Flat Rate versus Usage Charging1.4.3 Dynamic Pricing in an Internet Cafe; 1.4.4 A Model for Pricing a Single Link; 1.5 A Guide to Subsequent Chapters; 1.6 Further Reading; 2 Network Services and Contracts; 2.1 A Classification of Network Services; 2.1.1 Layering; 2.1.2 A Simple Technology Primer; 2.1.3 Value-added Services and Bundling; 2.1.4 Connection-oriented and Connectionless Services; 2.1.5 Guaranteed and Best-effort Services; 2.2 Service Contracts for Transport Services; 2.2.1 The Structure of a Service Contract; 2.2.2 Policing Service Contracts 2.2.3 Static and Dynamic Contract Parameters2.3 Further Reading; 3 Network Technology; 3.1 Network Control; 3.1.1 Entities on which Network Control Acts; 3.1.2 Timescales; 3.1.3 Handling Packets and Cells; 3.1.4 Virtual Circuits and Label Switching; 3.1.5 Call Admission Control; 3.1.6 Routing; 3.1.7 Flow Control; 3.1.8 Network Management; 3.2 Tariffs, Dynamic Prices and Charging Mechanisms; 3.3 Service Technologies; 3.3.1 A Technology Summary; 3.3.2 Optical Networks; 3.3.3 Ethernet; 3.3.4 Synchronous Services; 3.3.5 ATM Services; 3.3.6 Frame Relay; 3.3.7 Internet Services 3.4 Other Types of Services3.4.1 Private and Virtual Networks; 3.4.2 Access Services; 3.5 Charging Requirements; 3.6 A Model of Business Relations for the Internet; 3.7 Further Reading; 4 Network Constraints and Effective Bandwidths; 4.1 The Technology Set; 4.2 Statistical Multiplexing; 4.3 Accepting Calls; 4.4 An Elevator Analogy; 4.5 Effective Bandwidths; 4.6 Effective Bandwidths for Traffic Streams; 4.6.1 The Acceptance Region; 4.7 Some Examples; 4.8 Multiple QoS Constraints; 4.9 Traffic Shaping; 4.10 Effective Bandwidths for Traffic Contracts; 4.11 Bounds for Effective Bandwidths 4.12 Deterministic Multiplexing4.13 Extension to Networks; 4.14 Call Blocking; 4.15 Further Reading; B Economics; 5 Basic Concepts; 5.1 Charging for Services; 5.1.1 Demand, Supply and Market Mechanisms; 5.1.2 Contexts for Deriving Prices; 5.2 The Consumer's Problem; 5.2.1 Maximization of Consumer Surplus; 5.2.2 Elasticity; 5.2.3 Cross Elasticities, Substitutes and Complements; 5.3 The Supplier's Problem; 5.4 Welfare Maximization; 5.4.1 The Case of Producer and Consumers; 5.4.2 The Case of Consumers and Finite Capacity Constraints; 5.4.3 Discussion of Assumptions; 5.4.4 Peak-load Pricing 5.4.5 Walrasian Equilibrium |
| Record Nr. | UNINA-9910143225903321 |
|
Courcoubetis Costas
|
||
| West Sussex, England ; ; Hoboken, NJ, : Wiley, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||