Multi-Armed Bandits and the Gittins Index. Bobby Kleinberg. Cornell University. CS 6840, 28 April 2017. Page 2. The Multi-Armed Bandit Problem.
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In probability theory and machine learning, the multi-armed bandit ... Weber, Richard (1992), "On the Gittins index for multiarmed bandits", Annals ...
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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Feb 10, 2018 · . In the multi-armed bandit problem, at every period you choose an arm to play. The states of the arms you didn't choose remain fixed. Your ...
Multi-armed Bandits and the Gittins Index. By P. WHITTLE. Statistical ... Moreover, the proof of Theorem 1 now seems to fail; except in one case. Theorem ...
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Forward induction is optimal for. Page 4. Multi-Armed Bandits, Gittins Index, and Its Calculation J^ll ... next highest Gittins index of bandit process 3, which ...
Jun 15, 2020 · 4 Proof of Gittins Index Theorem. Proof of Theorem 14.2. To prove ... • Four proofs of Gittins' multiarmed bandit theorem, E. Frostig, G ...
Like Gittins indices for classical bandits, Whittle indices can be computed separately for each bandit. Same as the Gittins index when a = 0 is freezing action.
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Four proofs of Gittins' multi-armed bandit theorem. Technical report, The ... On Gittins index for multiarmed bandits. Annals of Prob- ability, 2:1024 ...
Apr 3, 2024 · Also, we do not discuss Markovian models of multi-armed bandits; this direction is covered in depth in Gittins et al. (2011). The author ...