On Solving Finite State Multi-Armed Bandit Problem by Linear Programming

DOI10.1080/02522667.1991.10699072MaRDI QIDQ3360683zbMATH OpenOpenAlexFDO

Authors Zulfiqar A. Khan

Publication date 1991

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1991.10699072

zbMATH Keywords

dynamic allocation indicesfinite state multi-armed bandit problem

Mathematics Subject Classification ID

Linear programming (90C05) Markov and semi-Markov decision processes (90C40)

Recommendations

• Linear Programming for Finite State Multi-Armed Bandit Problems
• Finite-time analysis of the multiarmed bandit problem
• Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
• Linearly parameterized bandits
• The Multi-Armed Bandit Problem: Decomposition and Computation
• A Structured Multiarmed Bandit Problem and the Greedy Policy
• Finite linear programming approximations of constrained discounted Markov decision processes
• The multi-armed bandit problem: an efficient nonparametric solution
• The Nonstochastic Multiarmed Bandit Problem

Cites work

• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• Finite state Markovian decision processes
• Resource allocation in speculative chemical research

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