On the evaluation of strategies for branching bandit processes |
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| Authors: | K. D. Glazebrook R. J. Boys N. A. Fay |
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| Affiliation: | (1) Department of Mathematics and Statistics, University of Newcastle upon Tyne, Newcastle upon Tyne, England;(2) Department of Mathematical Sciences, University of Durham, Durham, England |
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| Abstract: | ![]()
Glazebrook [1] has given an account of improved procedures for strategy evaluation for resource allocation in a stochastic environment. These methods are extended in the paper in such a way that they can be applied to problems which, for example, have precedence constraints and/or an arrivals process of new jobs. Theoretical results, backed up by numerical studies, show that quasi-myopic heuristics often perform well. |
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| Keywords: | Bandit process Gittins' index Markov decision process stopping time strategy evaluation |
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