Stochastic Search in a Forest Revisited

We consider a generalization of the model of stochastic search in an out-forest, introduced and studied by E. V. Denardo, U. G. Rothblum, L. Van der Heyden. 2004. Index policies for stochastic search in a forest with an application to R&D project management. Math. Oper. Res.29(1) 162–181. We provide a simpler proof of the optimality of index-based policies.