We investigate the general multi-armed bandit problem with multiple servers. We determine a condition on the reward processes sufficient to guarantee the optimality of the strategy that operates at each instant of time the projects with the highest Gittins indices. We call this strategy the...

A stationary object is hidden in location i, i=1,2,...,K, with probability p <Subscript> i </Subscript>. There are M sensors available and each location can be searched by at most one sensor at each instant of time. Each search of a location takes one unit of time and is conducted independently of previous searches,...</subscript>

A stationary object is hidden in location i, i=1,2,...,K, with probability p i . There are M sensors available and each location can be searched by at most one sensor at each instant of time. Each search of a location takes one unit of time and is conducted independently of previous searches, so...

We investigate the general multi-armed bandit problem with multiple servers. We determine a condition on the reward processes sufficient to guarantee the optimality of the strategy that operates at each instant of time the projects with the highest Gittins indices. We call this strategy the...