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Linear Programming for Finite State Multi-Armed Bandit Problems
4 references·4 citing·22 second hop
Linear Programming for Finite State Multi-Armed Bandit Problems (1986)Linear Programming for Finite State Multi…The Multi-Armed Bandit Problem: Decomposition and Computation (1987)The Multi-Armed Bandit Proble…Multi-Armed Bandits and the Gittins Index (1980)Multi-Armed Bandits and the G…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Multi-Armed Bandits: Theory and Applications to Online Learning in Networks (2019)Multi-Armed Bandits: Theory a…Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats (2013)Optimal Sequential Exploratio…A (2/3) n 3 Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain (2007)A (2/3) n 3 Fast-Pivoting Alg…A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index (1986)A Note on M. N. Katehakis' an…A Stochastic Approximation Method (1951)The Nonstochastic Multiarmed Bandit Problem (2002)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Time-Sharing Service Systems. I (1975)A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs (2008)Restless bandits: activity allocation in a changing world (1988)Multi-Armed Bandit Allocation Indices. (1990)Monte Carlo Methods in Financial Engineering (2003)Robust Multiarmed Bandit Problems (2015)Sequential Exploration: Valuation with Geological Dependencies and Uncertain Oil Prices (2020)Social Choice and Individual Values (1952)Expected stock returns and volatility (1987)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Legislative leviathan: party government in the House (1993)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Extensions of the multiarmed bandit problem: The discounted case (1985)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)Optimal Adaptive Policies for Sequential Allocation Problems (1996)Restless bandits, partial conservation laws and indexability (2001)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)
this work references cited by second hop

References

  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 1987The Multi-Armed Bandit Problem: Decomposition and Computation333 cited

Cited by

  • 1986A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index68 cited
  • 2013Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats49 cited
  • 2007A (2/3) n 3 Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain40 cited
  • 2019Multi-Armed Bandits: Theory and Applications to Online Learning in Networks35 cited

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