A bisection/successive approximation method for computing Gittins indices

A. Ben-Israel, S. D. Flåm

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


An iterative method, combining bisections and successive approximations, is proposed for computing intervals containing the Gittins indices. The intervals could be of a specified maximum length, or be merely disjoint. The first option gives approximations of the Gittins indices. The second option gives a ranking of indices, which in many applications is sufficient.

Original languageEnglish (US)
Pages (from-to)411-422
Number of pages12
JournalZOR Zeitschrift für Operations Research Methods and Models of Operations Research
Issue number6
StatePublished - Nov 1990

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)
  • Management Science and Operations Research


  • Gittins indices
  • bisection
  • successive approximation


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