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A bisection/successive approximation method for computing Gittins indices

✍ Scribed by A. Ben-Israel; S. D. Flåm


Publisher
Springer
Year
1990
Tongue
English
Weight
415 KB
Volume
34
Category
Article
ISSN
0340-9422

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📜 SIMILAR VOLUMES


Successive approximation method for quas
✍ M.U. Akhmetov; A. Zafer 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 274 KB

We introduce a technique to define successive approximations to solutions of the control problem with implulse actions on surfaces where tt is a small positive parameter, ~i = Oi + #Ti(X(~i), #), X E R n and Ax(O) := x(O+) --x(O). A sequence of piecewise continuous functions with discontinuities of