ERROR BOUNDS FOR CALCULATION OF THE GITTINS INDICES

DOI10.1111/J.1467-842X.1997.TB00538.XzbMATH Open0887.90177OpenAlexW2049088360MaRDI QIDQ4359167FDOQ4359167

Authors: 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

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zbMATH Keywords

stopping timeapproximationssemi-Markov decision processesGittins indices

Mathematics Subject Classification ID

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

Cited In (2)

• Dynamic priority allocation via restless bandit marginal productivity indices
• A bisection/successive approximation method for computing Gittins indices

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