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On the evaluation of strategies for branching bandit processes (1991)

Glazebrook, K. D. ; Boys, R. J. ; Fay, N. A.

Springer

Annals of operations research 30 (1991), S. 299-319

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ISSN: 1572-9338

Keywords: Bandit process ; Gittins' index ; Markov decision process ; stopping time ; strategy evaluation

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics , Economics

Notes: 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 arrivals process of new jobs. Theoretical results, backed up by numerical studies, show that quasi-myopic heuristics often perform well.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF02204822

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