A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index (Q3748086)

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A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
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    A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index (English)
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    1986
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    multi-armed bandit
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    sequence of linear programs
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    computation of the Gittins indices
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    parametric linear program
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