Author:
Righter Rhonda,Shanthikumar J. George
Abstract
We give conditions on the optimality of an index policy for multiarmed bandits when arms expire independently. We also give a new simple proof of the optimality of the Gittins index policy for the classic multiarmed bandit problem.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
1 articles.
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1. References;Multi-Armed Bandit Allocation Indices;2011-02-16