| AN ALGORITHM ON THE GITTINS INDEX |
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| 作者姓名： | LIU Jianyong LIU Ke |
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| 作者单位： | Institute of Applied Mathematics，Academic Sinica，Beijing 100080，China |
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| 摘 要： | ＡＮＡＬＧＯＲＩＴＨＭＯＮＴＨＥＧＩＴＴＩＮＳＩＮＤＥＸ￥ＬＩＵＪｉａｎｙｏｎｇ；ＬＩＵＫｅ（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，ＡｃａｄｅｍｉｃＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｃｈｉｎａ）Ａｂｓｔｒａｃｔ：Ｍｕｌｔ...
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AN ALGORITHM ON THE GITTINS INDEX |
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| LIU Jianyong,LIU Ke.AN ALGORITHM ON THE GITTINS INDEX[J].Journal of Systems Science and Complexity,1994(2). |
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| Authors: | LIU Jianyong LIU Ke |
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| Abstract: | Multiproject bandit processes are discusaed in this paper. We give an algorithm of successive approximation to find the Gittins indexes, and discuss the relevant error estimate. |
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| Keywords: | Multiproject bandit processes Gittins index Markov decision programming |
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