The performance of forwards induction policies
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Publication:2368171
DOI10.1016/0304-4149(93)90009-SzbMath0778.90084OpenAlexW2079733133MaRDI QIDQ2368171
J. C. Gittins, Kevin D. Glazebrook
Publication date: 2 September 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)90009-s
probabilistic analysisstochastic schedulingGittins indexmulti-armed bandit problemsorder constraintsforwards induction
Deterministic scheduling theory in operations research (90B35) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)
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