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 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

Statisticians are familiar with bandit problems, operations researchers with scheduling programs, and economists with problems of resource allocation. For most

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

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