Stationary multi-choice bandit problems

被引：17
|
作者：
Bergemann, D [1 ]
Välimäki, J
机构：
[1] Yale Univ, Dept Econ, New Haven, CT 06520 USA
[2] Northwestern Univ, Dept Econ, Evanston, IL 60208 USA
[3] Univ Southampton, Dept Econ, Southampton SO17 1BJ, Hants, England
来源：
JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 2001年 / 25卷 / 10期
基金：
美国国家科学基金会;
关键词：
multi-armed bandits; Gittins index; stationary bandits; job search;
D O I：
10.1016/S0165-1889(99)00064-0
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This note shows that the optimal choice of k simultaneous experiments in a stationary multi-armed bandit problem can be characterized in terms of the Gittins index of each arm. The index characterization remains equally valid after the introduction of switching costs. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：1585 / 1594
页数：10
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