ISSN:
1432-5217
Schlagwort(e):
Key words: Conservation laws
;
Gittins index
;
LP relaxation
;
multi-armed bandit
;
performance space
;
undiscounted tax problem
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
,
Wirtschaftswissenschaften
Notizen:
Abstract. A radically new approach to indexable systems pioneered by Bertsimas and Niño-Mora is utilised to provide novel analyses of classes of complex multi-armed bandits in which the individual bandits have their own decision structure. A new index result for an undiscounted model is established. Parallel server versions of the models are studied via (the dual of) an LP relaxation. This analysis yields a natural heuristic policy which is evaluated numerically.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/s001860050036
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