Indices for families of competing Markov decision processes with influence

DOI10.1214/AOAP/1177005270zbMath0795.90084OpenAlexW2023635572MaRDI QIDQ1313068

Kevin D. Glazebrook

Publication date: 14 September 1994

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005270

zbMATH Keywords

Gittins indicesmultiarmed bandit processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov and semi-Markov decision processes (90C40)

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Stochastic scheduling and forwards induction ⋮ Stopped decision processes in conjunction with general utility

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