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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A (2/3)<i>n</i><sup>3</sup> Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain
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    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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