Gittins index

Gittins index

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5137-9271-0

High Quality Content by WIKIPEDIA articles! The Gittins index is a measure of the reward that can be achieved by a process evolving from its present state onwards with the probability that it will be terminated in future. It is a real scalar value associated to the state of a stochastic process with a reward function and with a probability of termination.