A Note on Bandits with a Twist

نویسندگان

  • Akshay-Kumar Katta
  • Jay Sethuraman
چکیده

A variant of the multi-armed bandit problem was recently introduced by Dimitriu, Tetali and Winkler. For this model (and a mild generalization) we propose faster algorithms to compute the Gittins index. The indexability of such models follows from earlier work of Nash on generalized bandits.

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عنوان ژورنال:
  • SIAM J. Discrete Math.

دوره 18  شماره 

صفحات  -

تاریخ انتشار 2004