Evaluation of asymptotic approximations for a two-stage Bernoulli bandit (Q1763440)

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Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
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    Evaluation of asymptotic approximations for a two-stage Bernoulli bandit (English)
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    22 February 2005
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    Continuous time model
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    Discounting
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    Dynamic programming
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    Free boundary problem
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    Sequential decisions
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    Wiener process
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