ON APPROXIMATELY OPTIMAL INDEX STRATEGIES FOR GENERALIZED ARM PROBLEMS

被引：5

作者：

FAY, NA ^{[1
]}

WALRAND, JC ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,COLL ENGN,DEPT ELECT ENGN & COMP SCI,BERKELEY,CA 94720

来源：

JOURNAL OF APPLIED PROBABILITY | 1991年 / 28卷 / 03期

关键词：

GENERALIZED BANDIT PROBLEM; GITTINS INDEX; EPSILON-OPTIMAL STRATEGIES; MARKOV DECISION PROCESS; EVALUATION PROCEDURE;

D O I：

10.2307/3214495

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Nash has extended Gittins' work to describe optimal strategies for a class of generalised bandit problems. Here we use a forwards induction argument to analyse epsilon-optimal strategies for generalised bandit problems. An evaluation procedure for such problems is described; this may be used to analyse models in research planning and stochastic scheduling.

引用

页码：602 / 612

页数：11

共 13 条

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