Results 51 to 60 of about 313 (110)
, 2019 Starting with the Thomspon sampling algorithm, recent years have seen a resurgence of interest in Bayesian algorithms for the Multi-armed Bandit (MAB) problem.
Farias, Vivek F., Gutin, Eli
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Optimal Learning with Non-Gaussian Rewards [PDF]
, 2014 In this disseration, the author studies sequential Bayesian learning problems modeled under non-Gaussian distributions. We focus on a class of problems called the multi-armed bandit problem, and studies its optimal learning strategy, the Gittins index ...
Ding, Zi
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The Gittins index is optimal for dynamic allocation with conditionally independent filtrations
, 2023 40 pages, no ...
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Characterization and computation of restless bandit marginal productivity indices [PDF]
The Whittle index [P. Whittle (1988). Restless bandits: Activity allocation in a changing world. J. Appl. Probab. 25A, 287-298] yields a practical scheduling rule for the versatile yet intractable multi-armed restless bandit problem, involving the ...
Jose Nino-Mora
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Index policies for the admission control and routing of impatient customers to heterogeneous service stations [PDF]
, 2009 We propose a general Markovian model for the optimal control of admissions and subsequent routing of customers for service provided by a collection of heterogeneous stations. Queue-length information is available to inform all decisions.
Ouenniche, J +5 more
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A (2/3)n3Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain [PDF]
INFORMS Journal on Computing, 2007 This paper presents a new fast-pivoting algorithm that computes the n Gittins index values of an n-state bandit—in the discounted and undiscounted cases—by performing (2/3)n3+ O(n2) arithmetic operations, thus attaining better complexity than previous algorithms and matching that of solving a corresponding linear-equation system by Gaussian elimination.
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Gittins, Norman Harvey, Singapore
, 2017 This record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete.
Australian Red Cross Society, National Office
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Marginal productivity index policies for dynamic priority allocation in restless bandit models [PDF]
, 2009 Esta tesis estudia tres complejos problemas dinámicos y estocásticos de asignación de recursos: (i) Enrutamiento y control de admisión con información retrasada, (ii) Promoción dinámica de productos y el Problema de la mochila para artículos perecederos,
Jacko, Peter
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Computing a Classic Index for Finite-Horizon Bandits [PDF]
, 2011 This paper considers the efficient exact computation of the counterpart of the Gittins index for a finite-horizon discrete-state bandit, which measures for each initial state the average productivity, given by the maximum ratio of expected total ...
José Niño-Mora
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Gittins, Mr H, [No Service Number]
, 2017 This record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete.
Australian Red Cross Society, National Office
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