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 · The four proofs are presented next in Sect. 3. They include: Gittins' pairwise interchange argument (Sect. 3.1), Weber's fair charge argument ( ...
People also ask
What is bandit theory?
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, ...
Ann. Oper. Res. 2016. We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original ...
We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original exchange argument, ...
Abstract: Abstract We study four proofs that the Gittins index priority rule is optimal for alternative bandit processes. These include Gittins' original ...
Four proofs of Gittins' multiarmed bandit theorem. E. Frostig, and G. Weiss. Ann. Oper. Res., 241 (1-2): 127-165 (2016 ).
Fingerprint. Dive into the research topics of 'Four proofs of Gittins' multiarmed bandit theorem'. Together they form a unique fingerprint.
• Four proofs of Gittins' multiarmed bandit theorem, E. Frostig, G. Weiss, Applied Proba- bility Trust (This and other proofs, with heavy notation)