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