A note on Gittins indexes for pharmaceutical research
Wang, You-Gan & Gittins, John (1991) A note on Gittins indexes for pharmaceutical research. Advances in Applied Probability, 23(4), pp. 975-977.
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.
Impact and interest:
Citation counts are sourced monthly from and citation databases.
These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.
Citations counts from theindexing service can be viewed at the linked Google Scholar™ search.
|Item Type:||Journal Article|
|Keywords:||bandit process, dynamic programming, gittins index, stopping time, target processes|
|Divisions:||Current > QUT Faculties and Divisions > Science & Engineering Faculty|
|Copyright Owner:||Applied Probability Trust|
|Deposited On:||18 Nov 2015 03:06|
|Last Modified:||18 Nov 2015 04:55|
Repository Staff Only: item control page