On average cost stopping time problems (Q806159)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On average cost stopping time problems |
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On average cost stopping time problems (English)
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1991
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We consider the stopping time problems whose costs are given by time average forms, a generalization of the Gittins index. We show the existence of the optimal solutions and give their approximation to these stopping time problems.
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stopping time problems
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Gittins index
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existence of the optimal solutions
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