On the evaluation of suboptimal strategies for families of alternative bandit processes

DOI10.2307/3213534zbMath0491.90092OpenAlexW4244262253MaRDI QIDQ3953585

Kevin D. Glazebrook

Publication date: 1982

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213534

zbMATH Keywords

optimal strategybandit processessuboptimal strategiesGittins' indexone-armed bandit problemdynamic allocation indexcost-discounted Markov decision process

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Stochastic scheduling and forwards induction ⋮ On the evaluation of strategies for branching bandit processes ⋮ A General Model for the Scheduling of Alternative Stochastic Jobs that may Fail ⋮ Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality

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