scientific article; zbMATH DE number 3850855

MaRDI QIDQ3320153zbMATH OpenFDO

Authors J. C. Gittins

Publication date 1983

zbMATH Keywords

bandit processasymptotic resultdynamic allocation index517.00013Bayes sequential rulediscrete time versionsingle machine stochastic schedulingWiener reward process with unknown drift

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Deterministic scheduling theory in operations research (90B35) Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• The learning component of dynamic allocation indices
• Bayesian Adaptive Stochastic Process Termination
• Dynamic productivity improvement in a model with multiple processes
• On Bayesian index policies for sequential resource allocation

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