ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES (Q4359167)

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scientific article; zbMATH DE number 1071849
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ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES
scientific article; zbMATH DE number 1071849

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    ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES (English)
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    19 February 1998
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    stopping time
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    semi-Markov decision processes
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    Gittins indices
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    approximations
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