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On approximately optimal index strategies for generalised arm problems
Published online by Cambridge University Press: 14 July 2016
Abstract
Nash has extended Gittins' work to describe optimal strategies for a class of generalised bandit problems. Here we use a forwards induction argument to analyse ε -optimal strategies for generalised bandit problems. An evaluation procedure for such problems is described; this may be used to analyse models in research planning and stochastic scheduling.
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- Copyright © Applied Probability Trust 1991
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