On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
dc.contributor.author | Pandelis, Dimitrios G. | en_US |
dc.contributor.author | Teneketzis, Demosthenis | en_US |
dc.date.accessioned | 2006-09-08T19:42:32Z | |
dc.date.available | 2006-09-08T19:42:32Z | |
dc.date.issued | 1999-12 | en_US |
dc.identifier.citation | Pandelis, Dimitrios G.; Teneketzis, Demosthenis; (1999). "On the optimality of the Gittins index rule for multi-armed bandits with multiple plays." Mathematical Methods of Operations Research 50(3): 449-461. <http://hdl.handle.net/2027.42/41854> | en_US |
dc.identifier.issn | 1432-2994 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/41854 | |
dc.description.abstract | We investigate the general multi-armed bandit problem with multiple servers. We determine a condition on the reward processes sufficient to guarantee the optimality of the strategy that operates at each instant of time the projects with the highest Gittins indices. We call this strategy the Gittins index rule for multi-armed bandits with multiple plays, or briefly the Gittins index rule. We show by examples that: (i) the aforementioned sufficient condition is not necessary for the optimality of the Gittins index rule; and (ii) when the sufficient condition is relaxed the Gittins index rule is not necessarily optimal. Finally, we present an application of the general results to the multiserver scheduling of parallel queues without arrivals. | en_US |
dc.format.extent | 115851 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Springer-Verlag Berlin Heidelberg | en_US |
dc.subject.other | Legacy | en_US |
dc.subject.other | Key Words: Multi-armed Bandits | en_US |
dc.subject.other | Gittins Index | en_US |
dc.title | On the optimality of the Gittins index rule for multi-armed bandits with multiple plays | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Industrial and Operations Engineering | en_US |
dc.subject.hlbtoplevel | Engineering | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor, MI 48109-2122, USA (e-mail:teneket@eecs.umich.edu), US, | en_US |
dc.contributor.affiliationother | ERIM International, Inc., P.O. Box 134001, Ann Arbor, MI 48113-4001, USA (e-mail: pandelis@erim-int.com), US, | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/41854/1/186-50-3-449_90500449.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/s001860050080 | en_US |
dc.identifier.source | Mathematical Methods of Operations Research | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
Files in this item
Remediation of Harmful Language
The University of Michigan Library aims to describe library materials in a way that respects the people and communities who create, use, and are represented in our collections. Report harmful or offensive language in catalog records, finding aids, or elsewhere in our collections anonymously through our metadata feedback form. More information at Remediation of Harmful Language.
Accessibility
If you are unable to use this file in its current format, please select the Contact Us link and we can modify it to make it more accessible to you.