On the evaluation of strategies for branching bandit processes

On the evaluation of strategies for branching bandit processes

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Article ID: iaor19912128
Country: Switzerland
Volume: 30
Start Page Number: 299
End Page Number: 320
Publication Date: Mar 1991
Journal: Annals of Operations Research
Authors: , ,
Abstract:

Glazebrook 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, ahve precedence constraints and/or on arrivals process of new jobs. Theoretical results, backed up by numerical studies, show that quasi-myopic heuristics often perform well.

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