A \((2/3)n^{3}\) fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain (Q2892371)
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scientific article; zbMATH DE number 6047476
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| English | A \((2/3)n^{3}\) fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain |
scientific article; zbMATH DE number 6047476 |
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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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A \((2/3)n^{3}\) fast-pivoting algorithm for the Gittins index and optimal stopping of a Markov chain (English)
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0.8493919372558594
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0.8074517250061035
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0.8055744767189026
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0.8043074011802673
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