Poisson Version of the Two-Armed Bandit Problem with Discounting

DOI10.1137/1135038zbMath0734.90115OpenAlexW1980131046MaRDI QIDQ3363095

Ernst L. 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

zbMATH Keywords

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

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

Average optimality in a Poissonian bandit with switching arms ⋮ A dynamic model of censorship ⋮ On games of strategic experimentation ⋮ Strategic learning in teams ⋮ 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 ⋮ On the two-armed bandit problem with non-observed Poissonian switching of arms.

This page was built for publication: Poisson Version of the Two-Armed Bandit Problem with Discounting