Structured policies in the sequential design of experiments

DOI10.1007/BF02204833zbMath0749.62051OpenAlexW2054291348MaRDI QIDQ1176869

Hartmut Wagner, Ulrich Rieder

Publication date: 25 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02204833

zbMATH Keywords

monotonicityBayesian approachmultivariate likelihood ratio orderstructured policiesgeneral control modelGittins-indexstay-on-a-winner ruletotal expected reward

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05)

Related Items (5)

Structural results for partially observed control models ⋮ The effect of information in separable Bayesian semi-Markov control models and its application to investment planning ⋮ On Bayesian group sequential sampling procedures ⋮ Customer Scheduling with Incomplete Information ⋮ On granting credit in a random environment

Cites Work

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• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
• Multivariate monotone likelihood ratio and uniform conditional stochastic order
• Bayesian dynamic programming
• Structured Policies for a Sequential Design Problem with General Distributions

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