On average cost stopping time problems
On average cost stopping time problems
复制标题
平均成本停止时间问题
DOI:
10.1007/bf01192139
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发表时间:
1991
影响因子:
2
通讯作者:
H. Morimoto
中科院分区:
文献类型:
--
作者:
H. Morimoto
We consider the stopping time problems whose costs are given by time average forms, a generalization of the Gittins index. We show the existence of the optimal solutions and give their approximation to these stopping time problems.