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scientific article; zbMATH DE number 775000 - MaRDI portal

scientific article; zbMATH DE number 775000

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Publication:4839500

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zbMath0830.90132MaRDI QIDQ4839500

Nicole El Karoui, Ioannis Karatzas

Publication date: 11 February 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multi-armed bandit Gittins index processes

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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