Sisäänkirjautuminen

Gittins, John

Multi-armed Bandit Allocation Indices

Gittins, John - Multi-armed Bandit Allocation Indices, e-kirja

DRM-rajoitukset

Tulostus94 sivua ja lisä sivu kertyy joka 8. tunti, ylärajana 94 sivua
Kopioi leikepöydälle16 poimintoa

In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions.

This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included.

Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.

Avainsanat: Applied Probability & Statistics, Econometric & Statistical Methods, Applied Probability & Statistics, Econometric & Statistical Methods

Tekijä(t)
 
 
Julkaisija
John Wiley and Sons, Inc.
Julkaisuvuosi
2010
Kieli
en
Painos
2
Sivumäärä
312 sivua
Kategoria
Eksaktit luonnontieteet
Tiedostomuoto
E-kirja
eISBN (ePUB)
9781119990215
Painetun ISBN
9780470670026

Samankaltaisia e-kirjoja