Four proofs of Gittins’ multiarmed bandit theorem-Reference-Cited by-同舟云学术

Four proofs of Gittins’ multiarmed bandit theorem

Published:2014-01-07 Issue:1-2 Volume:241 Page:127-165
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Frostig Esther,Weiss Gideon

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/s10479-013-1523-0.pdf

Reference50 articles.

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4. Bellman, R. (1956). A problem in the sequential design of experiments. Sankhia, 16, 221–229.

5. Bertsimas, D., & Niño-Mora, J. (1996). Conservation laws, extended polymatroids and multi-armed bandit problems. Mathematics of Operations Research, 21, 257–306.

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