Stationary multi-choice bandit problems. (Q5958100)
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scientific article; zbMATH DE number 1715066
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| English | Stationary multi-choice bandit problems. |
scientific article; zbMATH DE number 1715066 |
Statements
Stationary multi-choice bandit problems. (English)
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3 March 2002
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This note shows that the optimal choice of \(k\) simultaneous experiments in a stationary multi-armed bandit problem can be characterized in terms of the Gittins index of each arm. The index characterization remains equally valid after the introduction of switching costs.
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0.8585899472236633
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0.8517255187034607
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0.8497645854949951
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0.8363085985183716
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0.8293271660804749
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