Multi-Armed Bandit Processes
Author:
Publisher
Springer US
Link
http://link.springer.com/content/pdf/10.1007/978-1-4899-7405-1_6
Reference31 articles.
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3. Bertsimas, D., & Niǹo-Mora, J. (1996). Conservation laws, extended polymatroid and multi-armed bandit problems: A unified approachto indexable systems. Mathematics of Operations Research, 21, 257–306.
4. Crosbie, J. H., & Glazebrook, K. D. (2000). Index policies and a novel performance space structure for a class of generalised branching bandit problems. Mathematics of Operations Research, 25, 281–297.
5. EL Karoui, N., & Karatzas, I. (1993). General Gittins index processes in discrete time. Proceedings of the National Academy of Sciences of the United States of America, 90, 1232–1236.
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