Open Bandit Processes with Uncountable States and Time-Backward Effects

DOI10.1239/jap/1371648948zbMath1266.90112OpenAlexW2068818013MaRDI QIDQ5299564

Xian Zhou, Xianyi Wu

Publication date: 26 June 2013

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1371648948

zbMATH Keywords

Gittins indexpriority schedulinggeneralized bandit processopen bandit process

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items

Empirical Gittins index strategies with \(\varepsilon\)-explorations for multi-armed bandit problems, Optimal schedule of elective surgery operations subject to disruptions by emergencies, A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches

Cites Work

• Unnamed Item
• Unnamed Item
• A generalized Gittins index for a Markov chain and its recursive calculation
• Arm-acquiring bandits
• On the Gittins index for multiarmed bandits
• A short proof of the Gittins index theorem
• Multi-armed bandit problem revisited
• Index Policies and a Novel Performance Space Structure for a Class of Generalised Branching Bandit Problems
• Multi‐Armed Bandit Allocation Indices
• Branching Bandit Processes
• Extensions of the multiarmed bandit problem: The discounted case
• Open bandit processes and optimal scheduling of queueing networks
• Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems
• New results for generalized bandit problems
• Risk-Sensitive and Risk-Neutral Multiarmed Bandits