One-armed bandit models with continuous and delayed responses (Q1416785)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-armed bandit models with continuous and delayed responses |
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One-armed bandit models with continuous and delayed responses (English)
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16 December 2003
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One-armed bandit processes with continuous delayed responses are considered as controlled stochastic processes. A Gittins-like index is shown to exist, and the existence of an optimal stopping rule is derived for the case of complete observation.
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bandit processes
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delayed responses
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Gittins index
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Markov decision processes
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optimal stopping
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