Gittins Type Index Theorem for Randomly Evolving Graphs

Ernst Presman () and Isaac Sonin ()
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Ernst Presman: Central Economics and Mathematics Institute, Université Paris 7
Isaac Sonin: University of North Carolina, Department of Mathematics

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 567-588 from Springer

Keywords: Optimal Strategy; Markov Decision Process; Auxiliary Problem; Priority Rule; Total Reward (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_28

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