Multi-armed bandit allocation indices:
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Bibliographic Details
Main Author: Gittins, John C. 1938- (Author)
Format: Electronic eBook
Language:English
Published: Sussex John Wiley & Sons 2011
Edition:2nd Edition
Subjects:
Online Access:DE-861
DE-473
DE-355
Volltext
Item Description:Includes bibliographical references and index
In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whit
Physical Description:1 Online-Ressource (577 Seiten)
ISBN:9780470980040

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