Optimality of index policies for a sequential sampling problem

DOI10.1109/9.739105MaRDI QIDQ4506618zbMATH OpenOpenAlexFDO

Authors Simon Streltsov, Pirooz Vakili, David A. Castanon

Publication date 17 October 2000

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e0939a09e0963b5660075ba4b0e09745fc5e74e5

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15) Stochastic programming (90C15) Optimal stochastic control (93E20)

Cited in

(1)

• Partitioned random search for global optimization with sampling cost and discounting factor

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