Gittins index (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Gittins index" in English language version.

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  • Cowan, Robin (July 1991). "Tortoises and Hares: Choice among technologies of unknown merit". The Economic Journal. 101 (407): 801–814. doi:10.2307/2233856. JSTOR 2233856.
  • Gittins, J. C. (1979). "Bandit Processes and Dynamic Allocation Indices". Journal of the Royal Statistical Society. Series B (Methodological). 41 (2): 148–177. doi:10.1111/j.2517-6161.1979.tb01068.x. JSTOR 2985029. S2CID 17724147.
  • Gittins, J. C.; Jones, D. M. (1979). "A Dynamic Allocation Index for the Discounted Multiarmed Bandit Problem". Biometrika. 66 (3): 561–565. doi:10.2307/2335176. JSTOR 2335176.
  • Weitzman, Martin L. (1979). "Optimal Search for the Best Alternative". Econometrica. 47 (3): 641–654. doi:10.2307/1910412. hdl:1721.1/31303. JSTOR 1910412. S2CID 32530881.
  • Whittle, Peter (1980). "Multi-armed Bandits and the Gittins Index". Journal of the Royal Statistical Society, Series B. 42 (2): 143–149. doi:10.1111/j.2517-6161.1980.tb01111.x.
  • Varaiya, P.; Walrand, J.; Buyukkoc, C. (May 1985). "Extensions of the multiarmed bandit problem: The discounted case". IEEE Transactions on Automatic Control. 30 (5): 426–439. doi:10.1109/TAC.1985.1103989.
  • Chen, Yih Ren; Katehakis, Michael N. (1986). "Linear programming for finite state multi-armed bandit problems". Mathematics of Operations Research. 11 (1): 180–183. doi:10.1287/moor.11.1.180.
  • Kallenberg, Lodewijk C. M. (1986). "A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index". Mathematics of Operations Research. 11 (1): 184–186. doi:10.1287/moor.11.1.184.
  • Katehakis, Michael N.; Veinott, Arthur F. Jr. (1987). "The multi-armed bandit problem: decomposition and computation". Mathematics of Operations Research. 12 (2): 262–268. doi:10.1287/moor.12.2.262. JSTOR 3689689. S2CID 656323.
  • Sonin I (2008). "A generalized Gittins index for a Markov chain and its recursive calculation". Statistics and Probability Letters. 78 (12): 1526–1533. doi:10.1016/j.spl.2008.01.049.
  • Ni, Mora J (2007). "A (2/3)^n Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain". INFORMS Journal on Computing. 19 (4): 596–606. CiteSeerX 10.1.1.77.5127. doi:10.1287/ijoc.1060.0206. S2CID 122785013.
  • Cowan, Wesley; Katehakis, Michael N. (January 2015). "Multi-armed bandits under general depreciation and commitment". Probability in the Engineering and Informational Sciences. 29 (1): 51–76. doi:10.1017/S0269964814000217.
  • Scully, Ziv and Harchol-Balter, Mor and Scheller-Wolf, Alan (2018). "SOAP: One Clean Analysis of All Age-Based Scheduling Policies". Proceedings of the ACM on Measurement and Analysis of Computing Systems. 2 (1). ACM: 16. doi:10.1145/3179419. S2CID 216145213.{{cite journal}}: CS1 maint: multiple names: authors list (link)

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  • Cowan, Robin (July 1991). "Tortoises and Hares: Choice among technologies of unknown merit". The Economic Journal. 101 (407): 801–814. doi:10.2307/2233856. JSTOR 2233856.
  • Gittins, J. C. (1979). "Bandit Processes and Dynamic Allocation Indices". Journal of the Royal Statistical Society. Series B (Methodological). 41 (2): 148–177. doi:10.1111/j.2517-6161.1979.tb01068.x. JSTOR 2985029. S2CID 17724147.
  • Gittins, J. C.; Jones, D. M. (1979). "A Dynamic Allocation Index for the Discounted Multiarmed Bandit Problem". Biometrika. 66 (3): 561–565. doi:10.2307/2335176. JSTOR 2335176.
  • Weitzman, Martin L. (1979). "Optimal Search for the Best Alternative". Econometrica. 47 (3): 641–654. doi:10.2307/1910412. hdl:1721.1/31303. JSTOR 1910412. S2CID 32530881.
  • Katehakis, Michael N.; Veinott, Arthur F. Jr. (1987). "The multi-armed bandit problem: decomposition and computation". Mathematics of Operations Research. 12 (2): 262–268. doi:10.1287/moor.12.2.262. JSTOR 3689689. S2CID 656323.

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