Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (Q5219548)
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scientific article; zbMATH DE number 7179747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability |
scientific article; zbMATH DE number 7179747 |
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Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (English)
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12 March 2020
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restless bandit
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partial observations
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filtering
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separation theorem
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optimal stopping
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cutoff strategies
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approximation by discrete controls
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Lévy processes
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human capital formation
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job search
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