20 citations · 73 across the 19 of their papers we have counts for
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math.OC2008★ 4 cited
Irrevocable Multi-Armed Bandit Policies
Vivek Farias, Ritesh Madan
This paper considers the multi-armed bandit problem with multiple simultaneous arm pulls. We develop a new `irrevocable' heuristic for this problem. In particular, we do not allow…
math.OC2008
Stochastic Depletion Problems: Effective Myopic Policies for a class of Dynamic Optimization Problems
Carri W. Chan, Vivek F. Farias
This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems…