On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem (Q3200906)

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scientific article; zbMATH DE number 4176857
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    On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem
    scientific article; zbMATH DE number 4176857

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      On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem (English)
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      1990
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      switching problems
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      optimal reward function
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      multi-armed bandit problem
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      Markov-Feller processes
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      stopping problems
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