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Dynamic Programming Approach to the Optimality of General Gittins Index Sequences

机译：一般Gittins指数序列最优性的动态规划方法

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Engelbert, H. J.; Rockner, M.; Karatzas, I.; ElKaroui, N.;
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年度 1995
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总页数 14
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Stochastic processes; Systems approach; Dynamic programming; Optimization; Sequences; Indexes; Stochastic control; Reprints;

机译：随机过程;系统方法;动态规划;优化;序列;索引;随机控制;重印;

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Dynamic Programming Approach to the Optimality of General Gittins Index Sequences

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