Gittins indices in the dynamic allocation problem for diffusion processes
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Publication:792001
DOI10.1214/aop/1176993381zbMath0536.60058MaRDI QIDQ792001
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993381
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
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