On a sufficient condition for superprocesses due to whittle
- 1 March 1982
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 19 (1) , 99-110
- https://doi.org/10.2307/3213920
Abstract
Whittle has given a sufficient condition for a certain class of Markov decision processes to have an optimal strategy of a particularly simple form. We show this condition to be necessary in a certain sense and give some examples of its application.Keywords
This publication has 5 references indexed in Scilit:
- Multi-Armed Bandits and the Gittins IndexJournal of the Royal Statistical Society Series B: Statistical Methodology, 1980
- Stoppable families of alternative bandit processesJournal of Applied Probability, 1979
- On Bayesian models in stochastic schedulingJournal of Applied Probability, 1977
- Stochastic scheduling with order constraintsInternational Journal of Systems Science, 1976
- Single-Machine Job Sequencing with Treelike Precedence Ordering and Linear Delay PenaltiesSIAM Journal on Applied Mathematics, 1972