Stochastic control of two-parameter processes application:the two-armed bandit problem (Q3785700)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control of two-parameter processes application:the two-armed bandit problem |
scientific article |
Statements
Stochastic control of two-parameter processes application:the two-armed bandit problem (English)
0 references
1987
0 references
two-armed bandit problem
0 references
two-parameter process
0 references
optional increasing path
0 references
random measure
0 references
characterization in terms of stopping times
0 references
Snell envelope
0 references
