A note on Gittins indexes for pharmaceutical research
| Data(s) |
1991
|
|---|---|
| Resumo |
The Bernoulli/exponential target process is considered. Such processes have been found useful in modelling the search for active compounds in pharmaceutical research. An inequality is presented which improves a result of Gittins (1989), thus providing a better approximation to the Gittins indices which define the optimal search policy. |
| Identificador | |
| Publicador |
Applied Probability Trust |
| Relação |
DOI:10.2307/1427688 Wang, You-Gan & Gittins, John (1991) A note on Gittins indexes for pharmaceutical research. Advances in Applied Probability, 23(4), pp. 975-977. |
| Direitos |
Applied Probability Trust |
| Fonte |
Science & Engineering Faculty |
| Palavras-Chave | #bandit process #dynamic programming #gittins index #stopping time #target processes |
| Tipo |
Journal Article |
