An optimal stopping zero-sum game in discrete-time multi-armed bandit processes (Q4256753)

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scientific article; zbMATH DE number 1319645
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An optimal stopping zero-sum game in discrete-time multi-armed bandit processes
scientific article; zbMATH DE number 1319645

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    An optimal stopping zero-sum game in discrete-time multi-armed bandit processes (English)
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    2 August 1999
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    bandit games
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    zero-sum games
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    multi-armed bandit processes
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    Markov strategies
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    Markov stopping times
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    optimal Markov strategies
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    optimal stopping times
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    Bellman's equation
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