Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents (Q4994155): Difference between revisions

Latest revision as of 15:33, 30 December 2024

scientific article; zbMATH DE number 7360276

Language	Label	Description	Also known as
English	Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents	scientific article; zbMATH DE number 7360276

Statements

instance of

scholarly article

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title

Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents (English)

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17 June 2021

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full work available at URL

https://arxiv.org/abs/1904.04732

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zbMATH Keywords

Gittins index

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upper confidence bound

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multiarmed bandits

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MaRDI profile type

MaRDI publication profile

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cites work

Finite-time analysis of the multiarmed bandit problem

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Information Relaxations and Duality in Stochastic Dynamic Programs

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ASYMPTOTIC BAYES ANALYSIS FOR THE FINITE-HORIZON ONE-ARMED-BANDIT PROBLEM

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Kullback-Leibler upper confidence bounds for optimal sequential allocation

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Optimal stopping and dynamic allocation

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Uncertainty, Information, and Sequential Experiments

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Q4057976

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Multi‐Armed Bandit Allocation Indices

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Asymptotically efficient adaptive allocation rules

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Computing a Classic Index for Finite-Horizon Bandits

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Linearly Parameterized Bandits

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Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting

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On the Gittins index for multiarmed bandits

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Q5326975

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Identifiers

zbMATH Open document ID

1482.91072

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Mathematics Subject Classification ID

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10.1287/OPRE.2020.1987

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Sitelinks

Mathematics(1 entry)

mardi Publication:4994155

@@ Property / DOI @@
-.1287/opre.2020.1987
@@ Property / DOI: 10.1287/opre.2020.1987 / rank @@
-Normal rank
@@ Property / cites work @@
+Finite-time analysis of the multiarmed bandit problem
+Normal rank
@@ Property / cites work @@
+Information Relaxations and Duality in Stochastic Dynamic Programs
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC BAYES ANALYSIS FOR THE FINITE-HORIZON  ONE-ARMED-BANDIT PROBLEM
+Normal rank
@@ Property / cites work @@
+Kullback-Leibler upper confidence bounds for optimal sequential allocation
+Normal rank
@@ Property / cites work @@
+Optimal stopping and dynamic allocation
@@ Property / cites work: Optimal stopping and dynamic allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty, Information, and Sequential Experiments
+Normal rank
@@ Property / cites work @@
+Q4057976
@@ Property / cites work: Q4057976 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi‐Armed Bandit Allocation Indices
@@ Property / cites work: Multi‐Armed Bandit Allocation Indices / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically efficient adaptive allocation rules
+Normal rank
@@ Property / cites work @@
+Computing a Classic Index for Finite-Horizon Bandits
+Normal rank
@@ Property / cites work @@
+Linearly Parameterized Bandits
@@ Property / cites work: Linearly Parameterized Bandits / rank @@
+Normal rank
@@ Property / cites work @@
+Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
+Normal rank
@@ Property / cites work @@
+On the Gittins index for multiarmed bandits
@@ Property / cites work: On the Gittins index for multiarmed bandits / rank @@
+Normal rank
@@ Property / cites work @@
+Q5326975
@@ Property / cites work: Q5326975 / rank @@
+Normal rank
@@ Property / DOI @@
+.1287/OPRE.2020.1987
@@ Property / DOI: 10.1287/OPRE.2020.1987 / rank @@
+Normal rank