Four proofs of Gittins’ multiarmed bandit theorem
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DOI: 10.1007/s10479-013-1523-0
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Cited by:
- Samuel N. Cohen & Tanut Treetanthiploet, 2019. "Gittins' theorem under uncertainty," Papers 1907.05689, arXiv.org, revised Jun 2021.
- Francisco Alvarez, 2018. "Decomposing risk in an exploitation–exploration problem with endogenous termination time," Annals of Operations Research, Springer, vol. 261(1), pages 45-77, February.
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Keywords
Dynamic programming; Bandit problems; Gittins index; Linear programming;All these keywords.
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