On transforming an index for generalised bandit problems

DOI10.2307/3214927MaRDI QIDQ4833725zbMATH OpenOpenAlexFDO

Authors S. Greatrix, Kevin D. Glazebrook

Publication date 23 May 1995

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214927

zbMATH Keywords

Gittins indexpolicy evaluationvalue iterationrestart problem

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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• On the Gittins index for multiarmed bandits
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Cited in

(1)

• Evaluating policies for generalized bandits via a notion of duality

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