A SHORT PROOF OF THE GITTINS INDEX THEOREM
成果类型：
Article
署名作者：
Tsitsiklis, John N.
署名单位：
Massachusetts Institute of Technology (MIT)
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177005207
发表日期：
1994
页码：
194-199
关键词：
摘要：
We provide a short and elementary proof of the Gittins index theorem for the multi armed bandit problem, for the case where each bandit is modeled as a finite-state semi-Markov process. We also indicate how this proof can be extended to the branching bandits and Klimov problems.
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