Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first boo

A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.

In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide o

In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed

When looking for ways to improve your website, how do you decide which changes to make? And which changes to keep? This concise book shows you how to use Multia