A Dynamic Allocation Index for the Sequential Design of Experiments

Gittins, J. C., & Jones, D. M. (1974). A Dynamic Allocation Index for the Sequential Design of Experiments. Progress in Statistics: European Meeting of Statisticians, Budapest 1972.

Type

Book chapter

Intellectual base

Review or monograph

Year

1974

Pages cited

241-266

Link

https://openlibrary.org/works/OL7111374W not authoritativefound

Cited by

1 citation across 1 artifact.

Domain-specific

• Gittins index
  • The Gittins index of an eligible arm state is the supremum over admissible stopping times \(\tau\geq1\) of the ratio \(\mathbb E[\sum_{t=0}^{\tau-1}\beta^t R_t]/\mathbb E[\sum_{t=0}^{\tau-1}\beta^t]\), under an equivalent calibration convention.

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