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

DOI10.1016/S0022-0531(03)00092-9MaRDI QIDQ1421893zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Gittins indexSequential searchBandit problems

Mathematics Subject Classification ID

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

Recommendations

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

Cites work

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

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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