On the two-armed bandit problem with non-observed Poissonian switching of arms.
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Publication:1298766
DOI10.1007/BF01198403zbMath1041.62513OpenAlexW2050288011MaRDI QIDQ1298766
Publication date: 1998
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01198403
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- Stochastic optimal control. The discrete time case
- A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process
- Average optimality in a Poissonian bandit with switching arms
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- Verification Theorems for Markov Decision Processes with Controlled Deterministic Drift and Gradual and Impulsive Controls
- On the two-armed bandit problem with continuous time parameter and discounted rewards
- Contributions to the "Two-Armed Bandit" Problem
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