Optimal stopping problems for multiarmed bandit processes with arms' independence
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Publication:1324371
DOI10.1016/0898-1221(93)90058-4zbMath0803.90126OpenAlexW2086491388MaRDI QIDQ1324371
Publication date: 10 January 1995
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(93)90058-4
Linear programming (90C05) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
Cites Work
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- Discrete multiarmed bandits and multiparameter processes
- Finite state Markovian decision processes
- Extensions of the multiarmed bandit problem: The discounted case
- Linear Programming for Finite State Multi-Armed Bandit Problems
- Stoppable families of alternative bandit processes
- Optimal stopping and supermartingales over partially ordered sets
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