Gittins indices in the dynamic allocation problem for diffusion processes

Karatzas, Ioannis . The Annals of Probability 1984. 12 :173-192

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Bibtex

@article{CIS-54490,
  Author = {Karatzas, Ioannis},
  Title = {Gittins indices in the dynamic allocation problem for diffusion processes},
  Journal = {The Annals of Probability },
  Volume = {12},
  Year = {1984},
  Pages = {173--192},
  Keywords = {Optimal stopping}
}

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