Some reward–penalty rules for the multi-armed bandit problem which are asymptotically optimal

DOI10.2307/1426995zbMATH Open0506.60067OpenAlexW2326969892MaRDI QIDQ4743532FDOQ4743532

Authors: Kevin D. Glazebrook 

Publication date: 1983

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

Full work available at URL: https://doi.org/10.2307/1426995

zbMATH Keywords

Gittins indexrandomised allocation indicesmathematical learningmultirmed bandit problem

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Decision theory for games (91A35)

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