Branching Bandit Processes
- 27 July 1988
- journal article
- research article
- Published by Cambridge University Press (CUP) in Probability in the Engineering and Informational Sciences
- Vol. 2 (3) , 269-278
- https://doi.org/10.1017/s0269964800000826
Abstract
A set of niarms of typei, i= 1,…, L, is available. A pull of arm of typeioccupies a duration Viat the end of which a reward Ciand Ni1,…, NiLnew arms are obtained, while all other arms are frozen. A Gittins priority order of types is obtained and shown to yield the maximal discounted reward from this branching process of arms.Keywords
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