J.C. Gittens

English

Research Papers in Economics

A Bernoulli two armed bandit.

A Dynamic Allocation Index for New-product Chemical Research.

A dynamic allocation index for the discounted multi-armed bandit problem.

A dynamic allocation index for the sequential design of experiments.

A Hamiltonian approach to optimal stochastic resource allocation.

A problem in the sequential design of experiments.

A profitability index for alternative research projects.

Adaptive sampling rules are too complicated. In response, it should be noted that (A) is only true for n = 2; for n k 3 substantial savings in both ASN and ITN can be achieved simultaneously by use of adaptive sampling. This is demonstrated in Turnbull

Adaptive sequential procedures for selecting the best of several normal populations.

Adaptive treatment assignment methods and clinical trials.

An Introduction to Artificial Intelligence: Can Computers Think?

An optimal strategy in multi-server stochastic scheduling.

Applied Probability Models with Optimisation Applications.

Applied Statistical Decision Theory.

b). On the optimal allocation of two or more treatments in a controlled clinical trial.

Bayesian rules for the two-armed bandit problem.

Direct comparison of different priority queueing disciplines.

Discounted dynamic programming.

Discrete sequential search.

Dr Glazebrook suggests using a hamiltonian approach to solve continuous-time sequential allocation problems, along the lines of Nash and Gittins

Dreyfus and Law

Dynamic scheduling of a multiclass queue: discount optimality.

Great Expectations, the Theory of Optimal Stopping.

How many eggs in a basket?

In many situations I think that the only good alternative to a Bayesian approach is a minimax approach involving a risk function. See Fabius and van Zwet

In this regard I should like to call attention to the work of Dr Weiss, who is currently visiting Birmingham University. Following recent work of

Introduction to the Mathematical Theory of Control Processes,

Multiple feedback at a single server station.

On a class of non-Markov decision processes.

On Bayesian models in stochastic scheduling.

On Professor Whittle's question concerning the validity of DAI'S when other arms can change state when one arm is pulled,

On the many-armed bandit problem.

Optimal allocation in sequential tests comparing the means of two Gaussian populations.

Optimal allocation of resources between research projects.

Optimal Bayesian sequential estimation of the median effective dose.

Optimal strategies for a class of constrained sequential problems.

Optimization and approximation in deterministic sequencing and scheduling: a survey.

Patient assignment algorithms: an overview.

Research planning diagrams.

Scheduling stochastic jobs on parallel machines.

Scheduling tasks with exponential service times on non-identical processors to minimize various cost functions.

Scheduling, queues, and dynamic allocation indices.

Sequential allocation in clinical trials comparing two exponential survival curves.

Sequential stochastic scheduling with more than one server.

Sequential tests involving two populations.

Some aspects of the sequential design of experiments.

Some programs in dynamic stochastic scheduling.

Some remarks on the two-armed bandit.

Stochastic scheduling with order constraints.

Stoppable families of alternative bandit processes.

The Art and Theory of Dynamic Programming.

the reader stimulated to study the proof of the DAI theorem (Gittins and Jones, 1974a) should be warned that Lemma 2 of that paper appears to have a crucial inequality reversed.

The results just described have been established using a different method by Kadane and Simon

The second problem I shall discuss is the gold-mining problem first formulated by Bellman

The two armed bandit and the controlled clinical trial.

The two armed bandit.

The two-armed bandit problem: variations on a conjecture by H.

The use of service-time distributions in scheduling.

Theory and applications of the sequential design of experiments, k actions and infinitely many experiments.

Two theorems on bandit processes.

Bandit processes and dynamic allocation indices

http://www.dklevine.com/archive/refs4535.pdf

Bandit processes and dynamic allocation indices

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Research Papers in Economics