Parallel design of robust control in the stochastic environment (the two-armed bandit problem)

DOI10.1134/S000511791204008XzbMath1307.93401MaRDI QIDQ2261762

Alex V. Kolnogorov

Publication date: 13 March 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items

Robust parallel control in a random environment and data processing optimization, Gaussian two-armed bandit: limiting description, On a limiting description of robust parallel control in a random environment

Cites Work

• Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem)
• An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
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