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On the evaluation of strategies for branching bandit processes

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Abstract

Glazebrook [1] has given an account of improved procedures for strategy evaluation for resource allocation in a stochastic environment. These methods are extended in the paper in such a way that they can be applied to problems which, for example, have precedence constraints and/or an arrivals process of new jobs. Theoretical results, backed up by numerical studies, show that quasi-myopic heuristics often perform well.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Newcastle upon Tyne, Newcastle upon Tyne, England

    K. D. Glazebrook & R. J. Boys

  2. Department of Mathematical Sciences, University of Durham, Durham, England

    N. A. Fay

Authors
  1. K. D. Glazebrook
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  2. R. J. Boys
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  3. N. A. Fay
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Glazebrook, K.D., Boys, R.J. & Fay, N.A. On the evaluation of strategies for branching bandit processes. Ann Oper Res 30, 299–319 (1991). https://doi.org/10.1007/BF02204822

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