The Gittins index is presented as a general design principle that optimally solves many independent-chain decision problems and gives strong approximate solutions in Bayesian optimization and tail-latency scheduling.
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The Gittins Index: A Design Principle for Decision-Making Under Uncertainty
The Gittins index is presented as a general design principle that optimally solves many independent-chain decision problems and gives strong approximate solutions in Bayesian optimization and tail-latency scheduling.