A short proof of the Gittins index theorem

Author(s)
Tsitsiklis, John N.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
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Description
Includes bibliographical references (p. 5).
Date issued
1993
URI
http://hdl.handle.net/1721.1/3311
Publisher
Massachusetts Institute of Technology, Laboratory for Information and Decision Systems]
Series/Report no.
LIDS-P ; 2171
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