Multi Armed Bandit Allocation Indices
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Author |
: John Gittins |
Publisher |
: John Wiley & Sons |
Total Pages |
: 233 |
Release |
: 2011-02-18 |
ISBN-10 |
: 9781119990215 |
ISBN-13 |
: 1119990211 |
Rating |
: 4/5 (15 Downloads) |
Synopsis Multi-armed Bandit Allocation Indices by : John Gittins
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.
Author |
: John Gittins |
Publisher |
: Wiley |
Total Pages |
: 0 |
Release |
: 2011-03-21 |
ISBN-10 |
: 0470670029 |
ISBN-13 |
: 9780470670026 |
Rating |
: 4/5 (29 Downloads) |
Synopsis Multi-armed Bandit Allocation Indices by : John Gittins
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.
Author |
: J. C. Gittins |
Publisher |
: |
Total Pages |
: 276 |
Release |
: 1989-04-03 |
ISBN-10 |
: UOM:39015060908483 |
ISBN-13 |
: |
Rating |
: 4/5 (83 Downloads) |
Synopsis Multi-Armed Bandit Allocation Indices by : J. C. Gittins
Statisticians are familiar with bandit problems, operations researchers with scheduling programs, and economists with problems of resource allocation. For most of these problems, accurate solutions cannot be obtained unless the problem is small-scale. However, Gittins and Jones showed in 1974 that there is a large class of allocation problems for which the optimal solution is expressible in terms of a priority index that can be calculated. This book is the first definitive account of the theory and applications of this index, which has become known as the Gittens index. Includes 22 previously unpublished tables of index values.
Author |
: Tor Lattimore |
Publisher |
: Cambridge University Press |
Total Pages |
: 537 |
Release |
: 2020-07-16 |
ISBN-10 |
: 9781108486828 |
ISBN-13 |
: 1108486827 |
Rating |
: 4/5 (28 Downloads) |
Synopsis Bandit Algorithms by : Tor Lattimore
A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Author |
: Aleksandrs Slivkins |
Publisher |
: |
Total Pages |
: 306 |
Release |
: 2019-10-31 |
ISBN-10 |
: 168083620X |
ISBN-13 |
: 9781680836202 |
Rating |
: 4/5 (0X Downloads) |
Synopsis Introduction to Multi-Armed Bandits by : Aleksandrs Slivkins
Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.
Author |
: Alfred Olivier Hero |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 317 |
Release |
: 2007-10-23 |
ISBN-10 |
: 9780387498195 |
ISBN-13 |
: 0387498192 |
Rating |
: 4/5 (95 Downloads) |
Synopsis Foundations and Applications of Sensor Management by : Alfred Olivier Hero
This book covers control theory signal processing and relevant applications in a unified manner. It introduces the area, takes stock of advances, and describes open problems and challenges in order to advance the field. The editors and contributors to this book are pioneers in the area of active sensing and sensor management, and represent the diverse communities that are targeted.
Author |
: Sébastien Bubeck |
Publisher |
: Now Pub |
Total Pages |
: 138 |
Release |
: 2012 |
ISBN-10 |
: 1601986262 |
ISBN-13 |
: 9781601986269 |
Rating |
: 4/5 (62 Downloads) |
Synopsis Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems by : Sébastien Bubeck
In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, it analyzes some of the most important variants and extensions, such as the contextual bandit model.
Author |
: Donald A. Berry |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 283 |
Release |
: 2013-04-17 |
ISBN-10 |
: 9789401537117 |
ISBN-13 |
: 9401537119 |
Rating |
: 4/5 (17 Downloads) |
Synopsis Bandit problems by : Donald A. Berry
Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.
Author |
: John C. Gittins |
Publisher |
: |
Total Pages |
: 264 |
Release |
: |
ISBN-10 |
: 0598031871 |
ISBN-13 |
: 9780598031877 |
Rating |
: 4/5 (71 Downloads) |
Synopsis Multi-Armed Bandit Allocation Indices. with a Foreword by Peter Whittle by : John C. Gittins
Author |
: Ricard Gavaldà |
Publisher |
: Springer |
Total Pages |
: 410 |
Release |
: 2009-09-29 |
ISBN-10 |
: 9783642044144 |
ISBN-13 |
: 364204414X |
Rating |
: 4/5 (44 Downloads) |
Synopsis Algorithmic Learning Theory by : Ricard Gavaldà
This book constitutes the refereed proceedings of the 20th International Conference on Algorithmic Learning Theory, ALT 2009, held in Porto, Portugal, in October 2009, co-located with the 12th International Conference on Discovery Science, DS 2009. The 26 revised full papers presented together with the abstracts of 5 invited talks were carefully reviewed and selected from 60 submissions. The papers are divided into topical sections of papers on online learning, learning graphs, active learning and query learning, statistical learning, inductive inference, and semisupervised and unsupervised learning. The volume also contains abstracts of the invited talks: Sanjoy Dasgupta, The Two Faces of Active Learning; Hector Geffner, Inference and Learning in Planning; Jiawei Han, Mining Heterogeneous; Information Networks By Exploring the Power of Links, Yishay Mansour, Learning and Domain Adaptation; Fernando C.N. Pereira, Learning on the Web.