Linear Programming for Finite State Multi-Armed Bandit Problems

DOI10.1287/moor.11.1.180zbMath0592.90095DBLPjournals/mor/ChenK86OpenAlexW2104336565WikidataQ56001616 ScholiaQ56001616MaRDI QIDQ3722294

Michael N. Katehakis, Yih Ren Chen

Publication date: 1986

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/26372b839c3c7266edb3a5b67d76e74463469a73

zbMATH Keywords

multi-armed bandit problemdynamic allocation indicesfinite state space

Mathematics Subject Classification ID

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

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