Poisson Version of the Two-Armed Bandit Problem with Discounting

DOI10.1137/1135038MaRDI QIDQ3363095zbMATHOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

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

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