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Multi-Armed Bandit Allocation Indices
John Gittins
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Description for Multi-Armed Bandit Allocation Indices
Hardcover. 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. Num Pages: 410 pages, Illustrations. BIC Classification: PBW. Category: (P) Professional & Vocational. Dimension: 161 x 238 x 21. Weight in Grams: 580.
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.
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 ... Read more
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.
Show LessProduct Details
Format
Hardback
Publication date
2011
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
410
Condition
New
Number of Pages
312
Place of Publication
New York, United States
ISBN
9780470670026
SKU
V9780470670026
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About John Gittins
John Gittins, Statistics Department, University of Oxford, UK Kevin Glazebrook, Department of Management Science, Lancaster University, UK Richard Weber, Statistical Laboratory, University of Cambridge, UK
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