gittins-package: gittins: Calculate Gittins Indices

In jedwards24/gittins: Calculate Gittins Indices

gittins: Calculate Gittins Indices

Description

This is an R package to calculate Gittins indices for the multi-armed bandit problem.

This project contains functions written in R to calculate Gittins indices for the Bayesian multi-armed bandit problem with Bernoulli or Normal rewards. Detailed information on the methodology as well as the effect of different computation parameters on speed and accuracy can be found in the paper at https://arxiv.org/abs/1909.05075 and in my thesis at http://eprints.lancs.ac.uk/84589/ (in Chapter 5).

I welcome any feedback or suggestions (see link to Github page below). If the package is useful in your work then can you please reference the package and/or the paper.

Author(s)

James Edwards (also maintainer)

See Also

• The main package Github page is https://github.com/jedwards24/gittins.

• Report bugs at https://github.com/jedwards24/gittins/issues.

jedwards24/gittins documentation built on Oct. 13, 2023, 4:17 p.m.