On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem
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Publication:3200906
DOI10.1137/0328005zbMath0714.90096OpenAlexW2108615361MaRDI QIDQ3200906
José Luis Menaldi, Maurice Robin
Publication date: 1990
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.wayne.edu/mathfrp/35
multi-armed bandit problemswitching problemsoptimal reward functionstopping problemsMarkov-Feller processes
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Related Items (3)
Applicable stochastic control: From theory to practice ⋮ The system of quasi-variational inequalities attached to the two-armed bandit problem ⋮ A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches
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