A note on gittins indices for pharmaceutical research

DOI10.2307/1427688zbMath0743.90111OpenAlexW2009680695MaRDI QIDQ3981888

You-Gan Wang, J. C. Gittins

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.2307/1427688

zbMATH Keywords

stopping timeGittins indexbandit processoptimal search policytarget processesBernoulli-exponential target process

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)