One-armed bandit models with continuous and delayed responses
From MaRDI portal
Publication:1416785
DOI10.1007/s001860300295zbMath1037.93078OpenAlexW2024490033MaRDI QIDQ1416785
Publication date: 16 December 2003
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860300295
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Related Items
One-armed bandit process with a covariate, Clinical Trials with Exponential Survival Times, INDEXABILITY OF BANDIT PROBLEMS WITH RESPONSE DELAYS, Optimal investment and consumption with stochastic dividends