Optimality of index policies for a sequential sampling problem

DOI10.1109/9.739105zbMath1056.93641OpenAlexW2101018878MaRDI QIDQ4506618

Simon Streltsov, Pirooz Vakili, David A. Castanon

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e0939a09e0963b5660075ba4b0e09745fc5e74e5

Mathematics Subject Classification ID

Stochastic programming (90C15) Optimal stochastic control (93E20) Optimal stopping in statistics (62L15)

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