Poisson Version of the Two-Armed Bandit Problem with Discounting

DOI10.1137/1135038zbMATH Open0734.90115OpenAlexW1980131046MaRDI QIDQ3363095FDOQ3363095

Authors: Ernst Presman 

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135038

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zbMATH Keywords

martingale theorytwo-armed bandita- thresholddiscounted expected total number of events

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Cited In (8)

• Optimal learning of a set: or how to edit a journal if you must
• Two-armed restless bandits with imperfect information: stochastic control and indexability
• Average optimality in a Poissonian bandit with switching arms
• Strategic learning in teams
• A dynamic model of censorship
• On the two-armed bandit problem with non-observed Poissonian switching of arms.
• On the problem of the two-armed bandit with impulse controls and discounting
• On games of strategic experimentation

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