Index Policies and A Novel Performance Space Structure for a Class of Generalised Branching Bandit Problems
Our object of study is a new class of controlled stochastic systems called generalised branching bandits which include discounted branching bandits and generalised bandit problems as special cases. These models allow us to study queueing scheduling and project scheduling problems in which the reward...
| Veröffentlicht in: | Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 25(2000), 2, Seite 281-297 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2000
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| Zugriff auf das übergeordnete Werk: | Mathematics of Operations Research |
| Schlagworte: | Branching bandit Conservation laws Gittins index Performance space Stochastic scheduling Behavioral sciences Business Applied sciences Mathematics |
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