José Niño-Mora. A Marginal Productivity Index Policy for the Finite-Horizon Multiarmed Bandit Problem. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 1718-1722, IEEE, 2005. [doi]
Abstract is missing.