Fast-Pivoting Algorithm for the Gittins Index and Optimal Stopping of a Markov Chain.

José Niño-Mora

Published in: INFORMS J. Comput. (2007)

Keyphrases

markov chain
learning algorithm
dynamic programming
objective function
random walk
monte carlo
steady state
optimal solution
probabilistic model
linear programming
markov model
mathematical model
monte carlo method
expectation maximization
em algorithm
bayesian framework