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

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10.1017/S0269964800000826

Cite this

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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",

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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.

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DO - 10.1017/S0269964800000826

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AN - SCOPUS:84975987963

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Branching bandit processes

Abstract

Bibliographical note

ASJC Scopus subject areas

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