A bisection/successive approximation method for computing Gittins indices

DOI10.1007/BF01421548MaRDI QIDQ3970270zbMATH OpenOpenAlexFDO

Authors Adi Ben-Israel, Sjur Didrik Flåm

Publication date 25 June 1992

Published in ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01421548

zbMATH Keywords

bisectionsGittins indicessuccessive approximations

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Markov and semi-Markov decision processes (90C40)

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Cites work

• A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
• Arm-acquiring bandits
• Conditions for the Existence of Planning Horizons
• Discrete multiarmed bandits and multiparameter processes
• Distributed dynamic programming
• Extensions of the multiarmed bandit problem: The discounted case
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• scientific article; zbMATH DE number 3687126 (Why is no real title available?)
• scientific article; zbMATH DE number 3474804 (Why is no real title available?)
• Linear Programming for Finite State Multi-Armed Bandit Problems
• On Bayesian models in stochastic scheduling
• Open bandit processes and optimal scheduling of queueing networks
• Optimal Search for the Best Alternative
• The Multi-Armed Bandit Problem: Decomposition and Computation

Cited in

(3)

• A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
• ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES
• On the sensitivity of restless bandits solutions to uncertainty in the models of the arms

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