Partially Observed Markov Decision Process Multiarmed Bandits—Structural Results
نویسندگان
چکیده
منابع مشابه
Partially Observed Markov Decision Process Multiarmed Bandits - Structural Results
This paper considers multiarmed bandit problems involving partially observed Markov decision processes (POMDPs). We show how the Gittins index for the optimal scheduling policy can be computed by a value iteration algorithm on each process, thereby considerably simplifying the computational cost. A suboptimal value iteration algorithm based on Lovejoy’s approximation is presented. We then show ...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2009
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1080.0371