A generalized Gittins index for a Markov chain and its recursive calculation

By Isaac M. Sonin. 2008

102 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Computer Networks and Communications, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/fa28244a5c6d8d6a84262e1d8d9e6b85cf1a6de6

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Aditya Mahajan
2. Jhelum Chakravorty

In Computer Networks and Communications

1. Aditya Mahajan
2. Jhelum Chakravorty
3. Tor Lattimore
4. Csaba Szepesvari

In Statistics and Probability

1. Aditya Mahajan
2. Jhelum Chakravorty

Citations in the corpus

• Multi‐Armed Bandits, Gittins Index, and its Calculation (2014, methodology): “See [30] for a more efficient version that also works when the discount factor (3 depends on the state.”