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Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems: An Unified Approach to Indexable Systems

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Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems: An Unified Approach to Indexable Systems (Classic Reprint) - Bertsimas, Dimitris
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Excerpt from Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems: An Unified Approach to Indexable Systems An interesting distinction, which is not emphasized in the literature, is that examples (1) and (2) above are indexable systems, but they are not in general decomposable systems. Example however, has a more refined structure. It is indexable, but not decomposable. Under discounting, while it is decomposable under the average cost criterion (the cu rule). As already observed, the multi-armed bandit ...

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Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems: An Unified Approach to Indexable Systems (Classic Reprint) 2018, Forgotten Books

ISBN-13: 9780331233155

Hardcover

Conservation Laws, Extended Polymatroids and Multi-Armed Bandit Problems: An Unified Approach to Indexable Systems 2018, Forgotten Books

ISBN-13: 9781332245307

Trade paperback