Branching bandit processes

Gideon Weiss; Gideon Weiss

doi:10.1017/S0269964800000826

Branching bandit processes

Research output: Contribution to journal › Article › peer-review

Abstract

A set of n_iarms of type i, i = 1,…, L, is available. A pull of arm of type i occupies a duration V_iat the end of which a reward C_i and N_i1,…, N_iLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.

Original language	English
Pages (from-to)	269-278
Number of pages	10
Journal	Probability in the Engineering and Informational Sciences
Volume	2
Issue number	3
DOIs	https://doi.org/10.1017/S0269964800000826
State	Published - Jul 1988
Externally published	Yes

Bibliographical note

Funding Information:
This research has been partially supported by the National Science Foundation Grant ECS-8712798. © 1988 Cambridge University Press 0269-9648/88 $5.00 + .00 26 9

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Management Science and Operations Research
Industrial and Manufacturing Engineering

Access to Document

10.1017/S0269964800000826

Cite this

@article{28cbe32d5a0c44849afbc7e7a6cef479,

title = "Branching bandit processes",

abstract = "A set of niarms of type i, i = 1,…, L, is available. A pull of arm of type i occupies a duration Viat the end of which a reward Ci and Ni1,…, NiLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.",

author = "Gideon Weiss and Gideon Weiss",

note = "Funding Information: This research has been partially supported by the National Science Foundation Grant ECS-8712798. {\textcopyright} 1988 Cambridge University Press 0269-9648/88 $5.00 + .00 26 9",

year = "1988",

month = jul,

doi = "10.1017/S0269964800000826",

language = "English",

volume = "2",

pages = "269--278",

journal = "Probability in the Engineering and Informational Sciences",

issn = "0269-9648",

publisher = "Cambridge University Press",

number = "3",

}

TY - JOUR

T1 - Branching bandit processes

AU - Weiss, Gideon

PY - 1988/7

Y1 - 1988/7

N2 - A set of niarms of type i, i = 1,…, L, is available. A pull of arm of type i occupies a duration Viat the end of which a reward Ci and Ni1,…, NiLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.

AB - A set of niarms of type i, i = 1,…, L, is available. A pull of arm of type i occupies a duration Viat the end of which a reward Ci and Ni1,…, NiLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.

UR - http://www.scopus.com/inward/record.url?scp=84975987963&partnerID=8YFLogxK

U2 - 10.1017/S0269964800000826

DO - 10.1017/S0269964800000826

M3 - Article

AN - SCOPUS:84975987963

SN - 0269-9648

VL - 2

SP - 269

EP - 278

JO - Probability in the Engineering and Informational Sciences

JF - Probability in the Engineering and Informational Sciences

IS - 3

ER -

Branching bandit processes

Abstract

Bibliographical note

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this