## Multi-armed Bandit Allocation IndicesMulti-armed Bandit Allocation Indices: 2nd Edition
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. |

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### Contents

3 | |

Superprocesses Precedence Constraints | |

The Achievable Region Methodology | |

Restless Bandits and Lagrangian | |

MuItiPopulation Random Sampling | |

MuItiPopulation Random Sampling | |

Further Exploitation | |

References | |

Calculationsl | |

Tables | |

### Other editions - View all

Multi-armed Bandit Allocation Indices John Gittins,Kevin Glazebrook,Richard Weber Limited preview - 2011 |