On the evaluation of strategies for branching bandit processes

Abstract Glazebrook [1] has given an account of improved procedures for strategy evaluation for resource allocation in a stochastic environment. These methods are extended in the paper in such a way that they can be applied to problems which, for example, have precedence constraints and/or an arriva...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Glazebrook, K. D. [verfasserIn]

Boys, R. J.

Fay, N. A.

Format:

Artikel

Sprache:

Englisch

Erschienen:

1991

Schlagwörter:

Bandit process

Gittins' index

Markov decision process

stopping time

strategy evaluation

Anmerkung:

© J.C. Baltzer A.G. Scientific Publishing Company 1991

Übergeordnetes Werk:

Enthalten in: Annals of operations research - Baltzer Science Publishers, Baarn/Kluwer Academic Publishers, 1984, 30(1991), 1 vom: Dez., Seite 299-319

Übergeordnetes Werk:

volume:30 ; year:1991 ; number:1 ; month:12 ; pages:299-319

Links:

Volltext

DOI / URN:

10.1007/BF02204822

Katalog-ID:

OLC2111115800

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