A bisection/successive approximation method for computing Gittins indices

DOI10.1007/BF01421548zbMath0735.90071OpenAlexW2038459274MaRDI QIDQ3970270

Adi Ben-Israel, Sjur Didrik Flåm

Publication date: 25 June 1992

Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01421548

zbMATH Keywords

successive approximationsbisectionsGittins indices

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

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