Restless bandits: activity allocation in a changing world
- P. Whittle
- MathematicsJournal of Applied Probability
- 1988
We consider a population of n projects which in general continue to evolve whether in operation or not (although by different rules). It is desired to choose the projects in operation at each instant…
ON STATIONARY PROCESSES IN THE PLANE
- P. Whittle
- Mathematics
- 3 December 1954
The sampling theory of stationary processes in space is not completely analogous to that of stationary time series, due to the fact that the variate of a time series is influenced only by past…
Estimation and information in stationary time series
- P. Whittle
- Mathematics
- 1 August 1953
SummarySection (1) is devoted to a discussion of the model-fitting problem, which finds its explicit solution in equation (1.13). In section (2) the maximum likelihood, (ML), estimates of the model…
Risk-Sensitive Optimal Control
- P. Whittle
- Mathematics
- 1990
Part 1 LQG theory summarized: LQG structure, certainty equivalence the Markov case - control rules the Markov case - state estimation the complete dualization of past and future. Part 2 Risk…
Multi‐Armed Bandits and the Gittins Index
- P. Whittle
- Computer Science
- 1980
Risk-sensitive linear/quadratic/gaussian control
- P. Whittle
- MathematicsAdvances in Applied Probability
- 1 December 1981
The conventional linear/quadratic/Gaussian assumptions are modified in that minimisation of the expectation of cost G defined by (2) is replaced by minimisation of the criterion function (5). The…
Bounds for the Moments of Linear and Quadratic Forms in Independent Variables
- P. Whittle
- Mathematics
- 1960
Bounds are given for central moments, of an arbitrary degree $s \geqq 2$, of linear and quadratic forms in independent random variables in terms of absolute moments of the summands.
The Analysis of Multiple Stationary Time Series
- P. Whittle
- Mathematics
- 1953
Systems in stochastic equilibrium
- P. Whittle
- Economics
- 1986
Preface Basic Material Abundance and Transfer Models Network Models Bonding Models: Polymerisation and Random Graphs Spatial Models, Random Fields Appendices.
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