ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES

DOI10.1111/j.1467-842X.1997.tb00538.xzbMath0887.90177OpenAlexW2049088360MaRDI QIDQ4359167

You-Gan Wang

Publication date: 19 February 1998

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1997.tb00538.x

zbMATH Keywords

stopping timeapproximationssemi-Markov decision processesGittins indices

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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