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Bandit Processes and Dynamic Allocation Indices

J. C. Gittins
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 41, No. 2 (1979), pp. 148-177
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2985029
Page Count: 30
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Bandit Processes and Dynamic Allocation Indices
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Abstract

The paper aims to give a unified account of the central concepts in recent work on bandit processes and dynamic allocation indices; to show how these reduce some previously intractable problems to the problem of calculating such indices; and to describe how these calculations may be carried out. Applications to stochastic scheduling, sequential clinical trials and a class of search problems are discussed.

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