# Practical Calculation of Gittins Indices for Multi-armed Bandits

arXiv: https://arxiv.org/abs/1909.05075 · HTML: https://mlsanity.com/paper/1909.05075/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 11 Sep 2019.

## Built on by (most cited first, 2 of 2)

- [STEERING: Stein Information Directed Exploration for Model-Based Reinforcement Learning](https://mlsanity.com/paper/2301.12038/) (2023)
- [Adaptive Frontier Exploration on Graphs with Applications to Network-Based Disease Testing](https://mlsanity.com/paper/2505.21671/) (2025)

## Abstract (arXiv)

Gittins indices provide an optimal solution to the classical multi-armed bandit problem. An obstacle to their use has been the common perception that their computation is very difficult. This paper demonstrates an accessible general methodology for the calculating Gittins indices for the multi-armed bandit with a detailed study on the cases of Bernoulli and Gaussian rewards. With accompanying easy-to-use open source software, this work removes computation as a barrier to using Gittins indices in these commonly found settings.