On the evaluation of strategies for branching bandit processes
DOI10.1007/BF02204822zbMath0738.90084MaRDI QIDQ1178448
N. A. Fay, Kevin D. Glazebrook, Richard J. Boys
Publication date: 26 June 1992
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02204822
precedence constraints; stochastic environment; Gittins' index; Bandit process; quasi-myopic heuristics; strategy evaluation for resource allocation
90C15: Stochastic programming
90B35: Deterministic scheduling theory in operations research
60G40: Stopping times; optimal stopping problems; gambling theory
90C40: Markov and semi-Markov decision processes
93E03: Stochastic systems in control theory (general)
90-08: Computational methods for problems pertaining to operations research and mathematical programming
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