A note on gittins indices for pharmaceutical research
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Publication:3981888
DOI10.2307/1427688zbMath0743.90111OpenAlexW2009680695MaRDI QIDQ3981888
Publication date: 26 June 1992
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427688
stopping timeGittins indexbandit processoptimal search policytarget processesBernoulli-exponential target process
Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)