On approximately optimal index strategies for generalised arm problems

DOI10.2307/3214495zbMath0752.90080OpenAlexW2317917082MaRDI QIDQ3980529

N. A. Fay, Jean Walrand

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.2307/3214495

zbMATH Keywords

Gittins indexpolicy evaluation\(\varepsilon\)-optimalitygeneralised bandit problems

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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