The set-indexed bandit problem.

DOI10.1016/S0304-4149(02)00125-4zbMath1075.60035MaRDI QIDQ2574504

Giacomo Aletti, Ely Merzbach

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic controlrandomizationset-indexed processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Randomization in survival analysis ⋮ Joint measurability of mappings induced by a fuzzy random variable

Cites Work

• Randomization in the two-armed bandit problem
• The optional sampling theorem for processes indexed by a partially ordered set
• Continuous multi-armed bandits and multiparameter processes
• The optional sampling theorem for martingales indexed by directed sets
• Multi-armed bandits in discrete and continuous time
• Random censoring in set-indexed survival analysis
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
• Compactness of stopping times
• On different topologies for set-indexing collections
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