Statisticians are familiar with bandit problems, operations researchers with scheduling programs, and economists with problems of resource allocation. For most of these problems, accurate solutions cannot be obtained unless the problem is small-scale. However, Gittins and Jones showed in 1974 that there is a large class of allocation problems for which the optimal solution is expressible in terms of a priority index that can be calculated. This book is the first definitive account of the theory and applications of this index, which has become known as the Gittens index. Includes 22 previously unpublished tables of index values.

Multi-Armed Bandit Allocation Indices (Wiley Interscience Series in Systems and Optimization)

Science & Math

Gittins, J. C.

Mathematics

wiley

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Books by Gittins, J. C.

See the best price to sell, buy, or rent books by Gittins, J. C.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Multi-Armed Bandit Allocation Indices (Wiley Interscience Series in Systems and Optimization)