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Gittins' theorem under uncertainty - MaRDI portal

Gittins' theorem under uncertainty (Q2076662)

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Gittins' theorem under uncertainty
scientific article

    Statements

    title
    Gittins' theorem under uncertainty (English)
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    author
    Samuel N. Cohen
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    Tanut Treetanthiploet
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    publication date
    22 February 2022
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    zbMATH Keywords
    Gittins index
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    multi-armed bandits
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    nonlinear expectation
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    robustness
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    time-consistency
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    uncertainty
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    cites work
    Q4252717
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    Q4429136
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    Q3672929
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    Q3809068
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    Q4197923
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    Q4057976
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    Q4357507
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    Q5844986
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    Q3882215
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    Q3815845
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    Q5326975
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    Identifiers

    DOI
    10.1214/22-EJP742
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    zbMATH DE Number
    7478704
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    arXiv ID
    1907.05689
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    OpenAlex ID
    W4210669552
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