Multi-armed Bandits and the Gittins Index Theorem

Weber, R. (2014). Multi-armed Bandits and the Gittins Index Theorem.

Type

Web resource

Intellectual base

Web

Year

2014

Link

https://www.dpmms.cam.ac.uk/~rrw1/oc/ocgittins.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• Gittins index
  • … passive, activating a currently maximal-index arm is an optimal policy. to A Bernoulli arm with an uncertain success probability can be represented by its posterior sufficient statistics and assigned a Gittins index that balances immediate posterior mean with option value from learning. demonstrates that continuity.

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