Results 91 to 100 of about 313 (110)

Gittins-index heuristics for research planning

Naval Research Logistics, 1995
Summary: The classical work of Gittins, which resulted in the celebrated index result, had applications to research planning as an important part of its motivation. However, research planning problems often have features that are not accommodated within Gittins's orginal framework. These include precedence constraints on the task set, influence between
Glazebrook, K. D., Owen, R. W.
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Monotonic Approximation of the Gittins Index

2002
The Gittins index is useful in the study of bandit processes and Markov decision processes, and can be approximated by finite horizon break-even values determined in the truncated finite horizon models. These break-even values are shown to form a nondecreasing sequence. A finite horizon optimal stopping solution is also derived.
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A generalized Gittins index for a Markov chain and its recursive calculation

Statistics & Probability Letters, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Optimal decision indices for R&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index

European Journal of Operational Research, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Sequential Project Selection (Multi-Armed Bandits) and the Gittins Index

1982
A direct proof is given of the optimality of the Gittins index policy, and a related identity demonstrated for the loss function. Especial attention is paid to the case when new projects also arrive in a statistically homogeneous stream. A number of general results are obtained, of which those derived by J.M.
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Computing Whittle (and Gittins) Index in Subcubic Time.

CoRR, 2022
Nicolas Gast, Bruno Gaujal, Kimang Khun
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Optimistic Gittins Indices

Operations Research, 2022
Vivek F Farias, Eli Gutin
exaly  

Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents

Operations Research, 2021
Daniel Russo
exaly  

A (2/3)n3Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain

INFORMS Journal on Computing, 2007
JOSÉ Niño-Mora
exaly  

On the optimality of the Gittins index rule for multi-armed bandits with multiple plays

Mathematical Methods of Operations Research, 1999
Demosthenis Teneketzis
exaly