Multi Armed Bandit Allocation Indices 2nd Edition by John Gittins, Kevin Glazebrook, Richard Weber ISBN 0470980036 9780470980033

Multi Armed Bandit Allocation Indices 2nd Edition by John Gittins, Kevin Glazebrook, Richard Weber – Ebook PDF Instant Download/Delivery: 0470980036, 9780470980033
Full download Multi Armed Bandit Allocation Indices 2nd Edition after payment

Product details:

ISBN 10: 0470980036 
ISBN 13: 9780470980033
Author: John Gittins, Kevin Glazebrook, Richard Weber

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 2nd Table of contents:

CHAPTER 1
Introduction or Exploration (Pages: 1-17)
Summary
PDF
Request permissions
CHAPTER 2
Main Ideas: Gittins Index (Pages: 19-53)
Summary
PDF
Request permissions
CHAPTER 3
Necessary Assumptions for Indices (Pages: 55-78)
Summary
PDF
Request permissions
CHAPTER 4
Superprocesses, Precedence Constraints and Arrivals (Pages: 79-114)
Summary
PDF
Request permissions
CHAPTER 5
The Achievable Region Methodology (Pages: 115-148)
Summary
PDF
Request permissions
CHAPTER 6
Restless Bandits and Lagrangian Relaxation (Pages: 149-172)
Summary
PDF
Request permissions
CHAPTER 7
Multi-Population Random Sampling (Theory) (Pages: 173-211)
Summary
PDF
Request permissions
CHAPTER 8
Multi-Population Random Sampling (Calculations) (Pages: 213-239)
Summary
PDF
Request permissions
CHAPTER 9
Further Exploitation (Pages: 241-248)
Summary
PDF
Request permissions

People also search for Multi Armed Bandit Allocation Indices 2nd:

    
multi armed bandit allocation indices pdf
    
multi armed bandit ranking
    
multi armed bandit algorithm
    
multi armed bandit implementation
    
multi armed bandit explained

Tags: John Gittins, Kevin Glazebrook, Richard Weber, Multi Armed, Bandit Allocation