Tor Lattimore. Regret Analysis of the Finite-Horizon Gittins Index Strategy for Multi-Armed Bandits. In Vitaly Feldman, Alexander Rakhlin, Ohad Shamir, editors, Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016. Volume 49 of JMLR Workshop and Conference Proceedings, pages 1214-1245, JMLR.org, 2016. [doi]
Abstract is missing.