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Branching Bandit Processes

Published online by Cambridge University Press:  27 July 2009

Gideon Weiss
Gideon Weiss
Affiliation:
Industrial and Systems Engineering Georgia Institute of Technology Atlanta, Georgia 30332-0205 and Department of Statistics Tel Aviv University
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Abstract

A set of ni arms of type i, i = 1,…, L, is available. A pull of arm of type i occupies a duration Vi at the end of which a reward Ci and Ni1,…, NiL new 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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Type
Articles
Information
Probability in the Engineering and Informational Sciences , Volume 2 , Issue 3 , July 1988, pp. 269 - 278
Copyright
Copyright © Cambridge University Press 1988

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