These include Gittins' original exchange argument, Weber's prevailing charge argument, Whittle's Lagrangian dual approach, and a proof based on generalized conservation laws and LP duality.
Nov 10, 1999
Jan 7, 2014 · We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original ...
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We survey four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original exchange argument, ...
We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original exchange argument, ...
A lemma on the multiarmed bandit problem · J. Tsitsiklis. Mathematics ; Sequential Project Selection (Multi-Armed Bandits) and the Gittins Index · P. Whittle.
Primary 60G40, 90B35; secondary 62L05, 90C40. Key words and phrases. Multi-armed bandit problem, branching bandits, Klimov's problem, priority scheduling.
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“Bandit problems embody in essential form a conflict evident in all human action: information versus immediate payoff.” (Whittle). Many applications to clinical ...
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Four proofs of Gittins' multiarmed bandit theorem. E. Frostig, and G. Weiss. Ann. Oper. Res., 241 (1-2): 127-165 (2016 ).
We provide a short and elementary proof of the Gittins index theorem for the multi-armed bandit problem, for the case where each bandit is modeled as a finite- ...
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