Publication:3039149

zbMath0524.93002MaRDI QIDQ3039149

Isaac M. Sonin, Ernst L. Presman

Publication date: 1982

zbMATH Keywords

value functions; incomplete information; optimal synthesis; sequential control; control of Markov chains; local optimal control; two armed bandit problem

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62A01: Foundations and philosophical topics in statistics

90B50: Management decision making, including multiple objectives

93C55: Discrete-time control/observation systems

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

93B50: Synthesis problems

60J60: Diffusion processes

93E03: Stochastic systems in control theory (general)

62L05: Sequential statistical design

49J55: Existence of optimal solutions to problems involving randomness

93C99: Model systems in control theory

93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory

Related Items

One-armed bandit problem for parallel data processing systems, Two-armed bandit problem for parallel data processing systems, Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem), Average optimality in a Poissonian bandit with switching arms, Optimal feedback production planning in a stochastic \(N\)-machine flowshop, Parallel design of robust control in the stochastic environment (the two-armed bandit problem), On the two-armed bandit problem with continuous time parameter and discounted rewards, New exactly solvable examples for controlled discrete-time Markov chains