Linear Programming for Finite State Multi-Armed Bandit Problems (Q3722294)

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Linear Programming for Finite State Multi-Armed Bandit Problems
scientific article

    Statements

    title
    Linear Programming for Finite State Multi-Armed Bandit Problems (English)
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    author
    Yih Ren Chen
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    Michael N. Katehakis
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    publication date
    1986
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    zbMATH Keywords
    finite state space
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    multi-armed bandit problem
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    dynamic allocation indices
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    Identifiers

    DOI
    10.1287/moor.11.1.180
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    zbMATH DE Number
    3952527
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