Stochastic search in a forest revisited
成果类型：
Article
署名作者：
Sethuraman, Jay; Tsitsiklis, John N.
署名单位：
Columbia University; Massachusetts Institute of Technology (MIT)
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.1070.0256
发表日期：
2007
页码：
589-593
关键词：
摘要：
We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by E. V. Denardo, U. G. Rothblum, L. Van der Heyden. 2004. Index policies for stochastic search in a forest with an application to R&D project management. Math. Oper Res. 29(1) 162-181. We provide a simpler proof of the optimality of index-based policies.