Average optimality in a Poissonian bandit with switching arms
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Publication:1362683
DOI10.1007/BF01193865zbMath0882.90126MaRDI QIDQ1362683
Doncho S. Donchev, Alexander A. Yushkevich
Publication date: 5 August 1997
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
90C40: Markov and semi-Markov decision processes
62L05: Sequential statistical design
91A60: Probabilistic games; gambling
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Cites Work
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- Poisson Version of the Two-Armed Bandit Problem with Discounting
- Verification Theorems for Markov Decision Processes with Controlled Deterministic Drift and Gradual and Impulsive Controls
- Optimal control of piecewise deterministic markov process
- On the two-armed bandit problem with continuous time parameter and discounted rewards
- Contributions to the "Two-Armed Bandit" Problem