Stochastic Search in a Forest Revisited

DOI10.1287/MOOR.1070.0256MaRDI QIDQ5388049zbMATH OpenOpenAlexFDO

Authors Jay Sethuraman, John N. Tsitsiklis

Publication date 27 May 2008

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.1070.0256

zbMATH Keywords

dynamic programmingGittins indexmultiarmed banditproject managementstochastic schedulingstochastic search

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Stochastic scheduling theory in operations research (90B36) Search theory (90B40)

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(3)

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• Index Policies for Stochastic Search in a Forest with an Application to R&D Project Management
• The complexity of a simple stochastic OR-tree model in which ``directional search is bad

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