Optimal stopping and Gittins' indices for piecewise deterministic evolution processes

DOI10.1023/A:1011205206089zbMath0983.60032OpenAlexW111825456MaRDI QIDQ5943167

Fabrice Dusonchet, Max-Olivier Hongler

Publication date: 21 April 2002

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011205206089

zbMATH Keywords

optimal stoppingcontinuous time Gittins' indicesdynamic allocationpiecewise deterministic processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Explicit Gittins Indices for a Class of Superdiffusive Processes

This page was built for publication: Optimal stopping and Gittins' indices for piecewise deterministic evolution processes