Optimal stopping and dynamic allocation
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Publication:3779527
DOI10.2307/1427104zbMATH Open0638.60062OpenAlexW2334392365MaRDI QIDQ3779527FDOQ3779527
Authors: Fu Chang, Tze Leung Lai 
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427104
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Cited In (19)
- The multi-armed bandit problem: an efficient nonparametric solution
- Kullback-Leibler upper confidence bounds for optimal sequential allocation
- The learning component of dynamic allocation indices
- Bandit and covariate processes, with finite or non-denumerable set of arms
- Optimally stopping the sample mean of a Wiener process with an unknown drift
- Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents
- On Bayesian index policies for sequential resource allocation
- Dynamic optimality in optimal variance stopping problems
- Infomax strategies for an optimal balance between exploration and exploitation
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
- MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
- Optimal learning with a local parametric belief model
- Title not available (Why is that?)
- Optimistic Gittins Indices
- Optimal stopping and Gittins' indices for piecewise deterministic evolution processes
- Gittins' theorem under uncertainty
- Multi-armed bandits under general depreciation and commitment
- Optimal learning and experimentation in bandit problems.
- Equilibrium compound distributions and stop-loss moments
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