Stochastic Search in a Forest Revisited

We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by Denardo, Rothblum, and Van der Heyden [1]. We provide a simple proof of the optimality of index-based policies.

• Type: Journal
• Year: 2007
• Where: MOR
• Authors: Jay Sethuraman, John N. Tsitsiklis
• Keywords: MOR 2007, Simple Proof, Stochastic Search, Van Der