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Volume 44 - Issue 2 - June 2007

Contents

Page 2 of 2

Research Article

  • Explicit Gittins Indices for a Class of Superdiffusive Processes

  • Part of:
  • Roger Filliger, Max-Olivier Hongler
  • Published online by Cambridge University Press:
    14 July 2016, pp. 554-559
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  • We explicitly calculate the dynamic allocation indices (i.e. the Gittins indices) for multi-armed Bandit processes driven by superdiffusive noise sources. This class of model generalizes former results derived by Karatzas for diffusive processes. In particular, the Gittins indices do, in this soluble class of superdiffusive models, explicitly depend on the noise state.

  • Winning Rate in the Full-Information Best-Choice Problem

  • Part of:
  • Alexander V. Gnedin, Denis I. Miretskiy
  • Published online by Cambridge University Press:
    14 July 2016, pp. 560-565
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  • Following a long-standing suggestion by Gilbert and Mosteller, we derive an explicit formula for the asymptotic winning rate in the full-information best-choice problem.

  • A Note on Extinction Times for the General Birth, Death and Catastrophe Process

  • Part of:
  • Phil Pollett, Hanjun Zhang, Benjamin J. Cairns
  • Published online by Cambridge University Press:
    14 July 2016, pp. 566-569
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  • We consider a birth, death and catastrophe process where the transition rates are allowed to depend on the population size. We obtain an explicit expression for the expected time to extinction, which is valid in all cases where extinction occurs with probability 1.

Front matter

  • JPR volume 44 issue 2 Cover and Front matter

  • Published online by Cambridge University Press:
    14 July 2016, pp. f1-f5
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Back matter

  • JPR volume 44 issue 2 Cover and Back matter

  • Published online by Cambridge University Press:
    14 July 2016, pp. b1-b2
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Page 2 of 2