Title

Stationary Multi Choice Bandit Problems

Document Type

Discussion Paper

Publication Date

10-1-1999

CFDP Number

1240

CFDP Pages

12

Abstract

This note shows that the optimal choice of k simultaneous experiments in a stationary multi-armed bandit problem can be characterized in terms of the Gittins index of each arm. The index characterization remains equally valid after the introduction of switching costs.

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