Branching Bandit Processes

DOI10.1017/S0269964800000826MaRDI QIDQ3415889zbMATH OpenFDO

Authors Gideon Weiss

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964800000826

Mathematics Subject Classification ID

Noncooperative games (91A10)

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Cites work

• A hamiltonian approach to optimal stochastic resource allocation
• A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
• Arm-acquiring bandits
• Extensions of the multiarmed bandit problem: The discounted case
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• Linear Programming for Finite State Multi-Armed Bandit Problems
• Multi-armed bandits with discount factor near one: The Bernoulli case
• Multiple feedback at a single-server station
• On Bayesian models in stochastic scheduling
• Scheduling for Minimum Total Loss Using Service Time Distributions
• Sensitivity Analysis for Stochastic Scheduling Problems
• Stochastic scheduling with order constraints
• The Multi-Armed Bandit Problem: Decomposition and Computation
• Time-Sharing Service Systems. I
• Time-Sharing Service Systems. II

Cited in

(16)

• On the evaluation of strategies for branching bandit processes
• Branching bandits: A sequential search process with correlated pay-offs.
• Sample path methods in the control of queues
• The archievable region method in the optimal control of queueing systems; formulations, bounds and policies
• Optimal schedule of elective surgery operations subject to disruptions by emergencies
• Four proofs of Gittins' multiarmed bandit theorem
• Sequencing an N-Stage Process with Feedback
• The multi-armed bandit, with constraints
• Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation
• A general theory of multiarmed bandit processes with constrained arm switches
• Optimal control of single-server queueing networks
• The one-armed \(\mathrm{Erlang}(k)\) bandit reward process
• Open bandit processes with uncountable states and time-backward effects
• Index policy for multiarmed bandit problem with dynamic risk measures
• Empirical Gittins index strategies with -explorations for multi-armed bandit problems
• A generalized Gittins index for a Markov chain and its recursive calculation

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