Article contents
Independently Expiring Multiarmed Bandits
Published online by Cambridge University Press: 27 July 2009
Abstract
We give conditions on the optimality of an index policy for multiarmed bandits when arms expire independently. We also give a new simple proof of the optimality of the Gittins index policy for the classic multiarmed bandit problem.
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 12 , Issue 4 , October 1998 , pp. 453 - 468
- Copyright
- Copyright © Cambridge University Press 1998
References
- 1
- Cited by