A (2/3)<i>n</i><sup>3</sup> Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain (Q2892371)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A (2/3)<i>n</i><sup>3</sup> Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain |
scientific article |
Statements
A (2/3)<i>n</i><sup>3</sup> Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain (English)
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18 June 2012
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dynamic programming
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Markov finite state
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Gittins index
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computational complexity
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