MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT
From MaRDI portal
Publication:5358026
DOI10.1017/S0269964814000217zbMath1414.91104WikidataQ55883747 ScholiaQ55883747MaRDI QIDQ5358026
Michael N. Katehakis, Wesley Cowan
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Related Items
EXPLORATION–EXPLOITATION POLICIES WITH ALMOST SURE, ARBITRARILY SLOW GROWING ASYMPTOTIC REGRET, Optimal activation of halting multi‐armed bandit models, ASYMPTOTICALLY OPTIMAL MULTI-ARMED BANDIT POLICIES UNDER A COST CONSTRAINT, A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits, Unnamed Item, Unnamed Item, Robust control of the multi-armed bandit problem, A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Four proofs of Gittins' multiarmed bandit theorem
- Continue, quit, restart probability model
- On the life and work of Cyrus Derman
- The multi-armed bandit, with constraints
- General notions of indexability for queueing control and asset management
- A generalized Gittins index for a Markov chain and its recursive calculation
- Asymptotically efficient adaptive allocation rules
- On the Gittins index for multiarmed bandits
- Multi-armed bandits in discrete and continuous time
- A short proof of the Gittins index theorem
- Multi-armed bandit problem revisited
- Optimal adaptive policies for sequential allocation problems
- Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality
- Multi‐Armed Bandit Allocation Indices
- PROPERTIES OF THE GITTINS INDEX WITH APPLICATION TO OPTIMAL SCHEDULING
- Optimal stopping of Markov chains and three abstract optimization problems
- Dynamic Allocation in Survey Sampling
- Analysis of an adaptive control scheme for a partially observed controlled Markov chain
- Index Policies for Shooting Problems
- Multi-armed bandit problems with multiple plays and switching cost
- INDEXABILITY OF BANDIT PROBLEMS WITH RESPONSE DELAYS
- Extensions of the multiarmed bandit problem: The discounted case
- The Multi-Armed Bandit Problem: Decomposition and Computation
- Optimal stopping and dynamic allocation
- On an index policy for restless bandits
- Optimal Adaptive Policies for Markov Decision Processes
- Dynamic Multichannel Access With Imperfect Channel State Detection
- General Gittins index processes in discrete time.
- On the Optimality of Myopic Sensing in Multi-State Channels
- Restless Bandit Marginal Productivity Indices, Diminishing Returns, and Optimal Control of Make-to-Order/Make-to-Stock M/G/1 Queues
- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
- Replacement of periodically inspected equipment. (An optimal optional stopping rule)
- Applications of Martingale System Theorems