We consider the multi-armed bandit problem. We show that when the state space is finite the computation of the dynamic allocation indices can be handled by linear programming methods.

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In recent years, several condition numbers were defined for a variety of linear programming problems based upon relative distances to ill-posedness. In this paper, we provide a unifying view of some ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Linear semi-infinite programming (LSIP) is a branch of optimisation that focuses on problems where a finite number of decision variables is subject to infinitely many linear constraints. This ...

CBSE Class 12 Maths Mind Map Linear Programming: The Central Board of Secondary Education (CBSE) is a popular school board in India and conducts the year-end board exams for lakhs of students. It’s ...

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