Pages that link to "Item:Q792001"
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The following pages link to Gittins indices in the dynamic allocation problem for diffusion processes (Q792001):
Displayed 13 items.
- On average cost stopping time problems (Q806159) (← links)
- A martingale approach to minimal surfaces (Q1017685) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
- Discrete multiarmed bandits and multiparameter processes (Q1317211) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Sensitivity of the gittins index in the contiuous time two-armed bandit problem (Q2785416) (← links)
- On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes (Q3209937) (← links)
- Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
- Stochastic control of two-parameter processes application:the two-armed bandit problem (Q3785700) (← links)
- The system of quasi-variational inequalities attached to the two-armed bandit problem (Q4840928) (← links)
- Explicit Gittins Indices for a Class of Superdiffusive Processes (Q5443751) (← links)