A short proof of the Gittins index theorem
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Publication:1327612
DOI10.1214/aoap/1177005207zbMath0816.60040OpenAlexW2159471113MaRDI QIDQ1327612
Publication date: 6 July 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005207
Deterministic scheduling theory in operations research (90B35) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05)
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