On average cost stopping time problems (Q806159)
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scientific article; zbMATH DE number 4205516
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| English | On average cost stopping time problems |
scientific article; zbMATH DE number 4205516 |
Statements
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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0.9278716
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0.87234485
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0.87107074
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0.8668083
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0.8625256
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