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Multi-armed Bandit Allocation Indices

Name: Multi-armed Bandit Allocation Indices
Brand: Wiley
SKU: 9780470670026
Price: 9721.00 INR
Availability: InStock
ISBN: 9780470670026

Contributor(s): Gittins, John Author Format: Hardback

Hardback · ISBN 9780470670026

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Key Specifications

ISBN	9780470670026
Publisher	Wiley
Publication date	March 2011
Language	English
MRP	£86.95 GBP
Page count	310
Item weight	129 g

In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions.

This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included.

Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.

Multi-armed Bandit Allocation Indices

Key Specifications

Gittins, John Author

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