Branching bandits: A sequential search process with correlated pay-offs.

DOI10.1016/S0022-0531(03)00092-9zbMATH Open1175.91018OpenAlexW1993600012MaRDI QIDQ1421893FDOQ1421893

Authors: Godfrey Keller, Alison Oldale 

Publication date: 3 February 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00092-9

Recommendations

• Branching Bandit Processes
• Optimal search with learning
• Robust sequential search
• Generalized Bandit Problems
• Parallel search for the best alternative

zbMATH Keywords

Gittins indexSequential searchBandit problems

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05)

Cites Work

• Arm-acquiring bandits
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• Funding Criteria for Research, Development, and Exploration Projects
• Optimal Learning by Experimentation
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• Stationary multi-choice bandit problems.
• Optimal Search for the Best Alternative
• Denumerable-Armed Bandits
• Switching Costs and the Gittins Index
• On a sufficient condition for superprocesses due to whittle

Cited In (3)

• Search and active learning with correlated information: empirical evidence from mid-Atlantic clam fishermen
• The direction of innovation
• On the evaluation of strategies for branching bandit processes

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