On the Gittins index for multiarmed bandits (Q1203758)
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scientific article; zbMATH DE number 120366
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| English | On the Gittins index for multiarmed bandits |
scientific article; zbMATH DE number 120366 |
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On the Gittins index for multiarmed bandits (English)
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22 February 1993
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The authors reprove the optimality of the Gittins index policy for the multiarmed bandit problem in a simple, intuitive way. Previous research is reviewed in the light of this new proof and it is shown that the optimal value function is a submodular set function of the available projects.
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sequential methods
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Gittins index policy
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multiarmed bandit problem
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0.9565189
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0.9474607
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0.9232319
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0.88932216
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0.88800657
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0.8876237
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