Richard Weber; John C. Gittins; Kevin Glazebrook

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RICHARD WEBER; JOHN C. GITTINS; KEVIN GLAZEBROOK
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Multi-Armed Bandit Allocation Indices

Multi-Armed Bandit Allocation Indices

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...
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