On transforming an index for generalised bandit problems

DOI10.2307/3214927zbMATH Open0832.90120OpenAlexW2334123344MaRDI QIDQ4833725FDOQ4833725

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

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zbMATH Keywords

Gittins indexpolicy evaluationvalue iterationrestart problem

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (1)

• Evaluating policies for generalized bandits via a notion of duality

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