Authors
Gideon Weiss
Publication date
1988/7
Journal
Probability in the Engineering and Informational Sciences
Volume
2
Issue
3
Pages
269-278
Publisher
Cambridge University Press
Description
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.
Total citations
Scholar articles
G Weiss - Probability in the Engineering and Informational …, 1988