A lemma on the multiarmed bandit problem

DOI10.1109/TAC.1986.1104332zbMath0592.90090OpenAlexW2120323365WikidataQ125049428 ScholiaQ125049428MaRDI QIDQ3722290

John N. Tsitsiklis

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104332

zbMATH Keywords

geometric discountingclassical multiarmed bandit problemGittins index ruleswrite-off policies

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items (3)

Optimal control of single-server queueing networks ⋮ Multi-armed bandit processes with optimal selection of the operating times ⋮ The archievable region method in the optimal control of queueing systems; formulations, bounds and policies

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