@article {Krishnamurthy2001Hidden-Markov-m,
title = {Hidden Markov model multiarm bandits: a methodology for beam scheduling in multitarget tracking},
journal = {Signal Processing, IEEE Transactions on},
volume = {49},
number = {12},
year = {2001},
month = {dec.},
pages = {2893 -2908},
abstract = {We derive optimal and suboptimal beam scheduling algorithms for electronically scanned array tracking systems. We formulate the scheduling problem as a multiarm bandit problem involving hidden Markov models (HMMs). A finite-dimensional optimal solution to this multiarm bandit problem is presented. The key to solving any multiarm bandit problem is to compute the Gittins (1989) index. We present a finite-dimensional algorithm that computes the Gittins index. Suboptimal algorithms for computing the Gittins index are also presented. Numerical examples are presented to illustrate the algorithms},
keywords = {array signal processing, electronically scanned array, electronically scanned array tracking systems, finite-dimensional algorithm, finite-dimensional optimal solution, Gittins index, hidden Markov model multiarm bandits, hidden Markov models, HMM multiarm bandits, intelligent sensor, intelligent sensors, multitarget tracking, optimal beam scheduling algorithms, optimisation, suboptimal algorithms, suboptimal beam scheduling algorithms, target tracking},
issn = {1053-587X},
doi = {10.1109/78.969499},
url = {http://dx.doi.org/10.1109/78.969499},
author = {Krishnamurthy, V. and Evans, R.J.}
}