Essays about: "Gittins"

Found 1 essay containing the word Gittins.

  1. 1. Risk-Averse Multi-Armed Bandit Problem with Multiple Plays

    University essay from Göteborgs universitet/Institutionen för data- och informationsteknik

    Author : Siri Dahlgren; Nicholas Marriott; [2023-10-23]
    Keywords : MAB; Gittins; Markovian bandit; risk-aversion; policy iteration; multiple plays;

    Abstract : This study aims to construct an efficient heuristic, referred to as RA, for a riskaverse Markovian multi-armed bandit problem (MAB) with multiple plays. The RA incorporates risk-aversion and multiple plays by modifying the Gittins index strategy. READ MORE