Gittins index for simple family of markov bandit processes with switching cost and no discounting

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	355-364
Number of pages	10
Journal	Theory of Probability and its Applications
Volume	64
Issue number	3
DOIs	https://doi.org/10.1137/S0040585X97T989544
Publication status	Published - 1 Jan 2019

Controlled Markov processes, Gittins index, Long run average return, Markov decision process, Multiarmed bandit problem, Multicomponent systems, No discounting, Optimal strategy, Simple family of alternative Markov bandit processes, Switching penalties

ID: 22362425