Jan 7, 2014 · We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original ...
PDF | We survey four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original exchange.
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Abstract: We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original exchange ...
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What is the Gittins index proof?
Gittins index proof
The strategy that plays the arm with the highest tax (until the optimal stopping time) is equivalent to the strategy that plays the arm with the highest Gittins index Gj (if Gj was the highest and it increases, then with optimal stopping, we would continue to play j).
What is the Gittins index policy?
The "index policy" induced by the Gittins index, consisting of choosing at any time the stochastic process with the currently highest Gittins index, is the solution of some stopping problems such as the one of dynamic allocation, where a decision-maker has to maximize the total reward by distributing a limited amount ...
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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Approximate solutions for contextual bandit · Online linear bandits · Online non-linear bandits · Constrained contextual bandit.
— Sir, the multi-armed bandit problem is not of such a nature that it can be solved.' Page 62. Proofs of the Index Theorem. Since Gittins (1974, 1979) ...
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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 ...
Multi-armed bandit problem, branching bandits, Klimov's problem, priority scheduling. 194. Page 2. SHORT PROOF OF THE GITTINS INDEX THEOREM. 195.
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