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.

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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.

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ID Code: 90501
Item Type: Journal Article
Refereed: Yes
Keywords: bandit process, dynamic programming, gittins index, stopping time, target processes
DOI: 10.2307/1427688
ISSN: 0001-8678
Divisions: Current > QUT Faculties and Divisions > Science & Engineering Faculty
Copyright Owner: Applied Probability Trust
Deposited On: 18 Nov 2015 03:06
Last Modified: 26 Jun 2017 10:01

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