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Four proofs of Gittins’ multiarmed bandit theorem
16 references·4 citing·22 second hop
Four proofs of Gittins’ multiarmed bandit theorem (2014)Four proofs of Gittins’ multiarmed bandit…Journal of Industrial Engineering (2017)Journal of Industrial Enginee…Multi‐Armed Bandit Allocation Indices (2011)Multi‐Armed Bandit Allocation…Restless bandits, partial conservation laws and indexability (2001)Restless bandits, partial con…Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems (1996)Conservation Laws, Extended P…A Short Proof of the Gittins Index Theorem (1994)A Short Proof of the Gittins …On the Gittins Index for Multiarmed Bandits (1992)On the Gittins Index for Mult…Multiclass Queueing Systems: Polymatroidal Structure and Optimal Scheduling Control (1992)Multiclass Queueing Systems: …On an index policy for restless bandits (1990)On an index policy for restle…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…The Multi-Armed Bandit Problem: Decomposition and Computation (1987)The Multi-Armed Bandit Proble…Extensions of the multiarmed bandit problem: The discounted case (1985)Extensions of the multiarmed …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 …Time-Sharing Service Systems. I (1975)Time-Sharing Service Systems.…Dynamic Scheduling of a Multiclass Queue: Discount Optimality (1975)Dynamic Scheduling of a Multi…A PROBLEM IN THE SEQUENTIAL DESIGN OF EXPERIMENTS (1954)A PROBLEM IN THE SEQUENTIAL D…The Gittins Index: A Design Principle for Decision Making Under Uncertainty (2025)The Gittins Index: A Design P…Discounting, Values, and Decisions (2013)Discounting, Values, and Deci…A Structured Multiarmed Bandit Problem and the Greedy Policy (2009)A Structured Multiarmed Bandi…Optimal target tracking with restless bandits (2006)Optimal target tracking with …Some aspects of the sequential design of experiments (1952)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)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey (1989)Multi-Armed Bandit Problems (2007)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)Kullback–Leibler upper confidence bounds for optimal sequential allocation (2013)Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic (2000)Indexability of Restless Bandit Problems and Optimality of Whittle Index for Dynamic Multichannel Access (2010)The Psychology and Neuroscience of Curiosity (2015)Bandit Algorithms (2020)Scheduling Networks of Queues: Heavy Traffic Analysis of a Two-Station Closed Network (1990)Optimal Adaptive Policies for Sequential Allocation Problems (1996)Learning to Optimize via Posterior Sampling (2014)A Tutorial on Thompson Sampling (2018)A unified framework for stochastic optimization (2018)The Economic Design of Control Charts: A Review and Literature Survey (1980)Treating Progress Functions as a Managerial Opportunity (1984)Revised NIOSH equation for the design and evaluation of manual lifting tasks (1993)
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References

  • 2017Journal of Industrial Engineering1,623 cited
  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 2011Multi‐Armed Bandit Allocation Indices685 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 1990On an index policy for restless bandits486 cited
  • 1987The Multi-Armed Bandit Problem: Decomposition and Computation333 cited
  • 1975Time-Sharing Service Systems. I285 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
  • 1992On the Gittins Index for Multiarmed Bandits259 cited
  • 2001Restless bandits, partial conservation laws and indexability202 cited
  • 1954A PROBLEM IN THE SEQUENTIAL DESIGN OF EXPERIMENTS195 cited
  • 1992Multiclass Queueing Systems: Polymatroidal Structure and Optimal Scheduling Control156 cited
  • 1975Dynamic Scheduling of a Multiclass Queue: Discount Optimality148 cited
  • 1996Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems147 cited
  • 1994

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A Short Proof of the Gittins Index Theorem
143 cited

Cited by

  • 2009A Structured Multiarmed Bandit Problem and the Greedy Policy93 cited
  • 2013Discounting, Values, and Decisions48 cited
  • 2006Optimal target tracking with restless bandits45 cited
  • 2025The Gittins Index: A Design Principle for Decision Making Under Uncertainty5 cited