The performance of forwards induction policies

DOI10.1016/0304-4149(93)90009-SzbMath0778.90084OpenAlexW2079733133MaRDI QIDQ2368171

J. C. Gittins, Kevin D. Glazebrook

Publication date: 2 September 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90009-s

zbMATH Keywords

probabilistic analysisstochastic schedulingGittins indexmulti-armed bandit problemsorder constraintsforwards induction

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (2)

A forwards induction approach to candidate drug selection ⋮ Stochastic scheduling and forwards induction

Cites Work

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• Probabilistic Analysis of Partitioning Algorithms for the Traveling-Salesman Problem in the Plane
• Myopic Solutions of Affine Dynamic Models
• Strategy evaluation for stochastic scheduling problems with order constraints

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