Multi-Armed Bandit Allocation Indices by Kevin Glazebrook, Richard Weber, John Gittins

Multi-Armed Bandit Allocation Indices

Kevin Glazebrook, Richard Weber, John Gittins

293 pages missing pub info (editions)

nonfiction mathematics
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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 h...

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