A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index (Q3748086): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index |
scientific article |
Statements
A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index (English)
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1986
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multi-armed bandit
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sequence of linear programs
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computation of the Gittins indices
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parametric linear program
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