Adaptive Policies for Sequential Sampling under Incomplete Information and a Cost Constraint

DOI10.1007/978-1-4614-4109-0_8zbMath1315.93091arXiv1201.4002OpenAlexW1898012344MaRDI QIDQ5261007

Odysseas Kanavetas, Apostolos N. Burnetas

Publication date: 1 July 2015

Published in: Applications of Mathematics and Informatics in Military Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.4002

zbMATH Keywords

sequential designstochastic learning and adaptive controlsampling cost constraint

Mathematics Subject Classification ID

Stochastic learning and adaptive control (93E35) Sequential statistical design (62L05)

Cites Work

• Asymptotically efficient adaptive allocation rules
• Optimal adaptive policies for sequential allocation problems
• Gittins indices and constrained allocation in clinical trials
• Optimal Adaptive Policies for Markov Decision Processes
• Finite-time lower bounds for the two-armed bandit problem
• Learning Theory
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem

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