Multi-armed bandit problem with known trend

Finite-time Analysis of the Multiarmed Bandit Problem

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Natural Sciences, Mathematics, Markov Decision Processes +13

Asymptotically efficient adaptive allocation rules

Tze-Leung Lai, Herbert Robbins · Advances in Applied Mathematics · 1985 · 2.5K citations

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Bandit Processes and Dynamic Allocation Indices

John Gittins · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · 1.5K citations

Business, Decision Sciences, Optimization +11

Restless bandits: activity allocation in a changing world

Peter Whittle · Journal of Applied Probability · 1988 · 1.1K citations

Business, Economics, Project Management +13

Restless bandits, partial conservation laws and indexability

José Niño‐Mora · Advances in Applied Probability · 2001 · 188 citations · Full text

Computing, Decision Sciences, Algorithms +11