Optimality of myopic stopping times for geometric discounting

DOI10.2307/3214454zbMATH Open0646.60049OpenAlexW2322282983MaRDI QIDQ3790396FDOQ3790396

Authors: Donald A. Berry, Bert E. Fristedt 

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214454

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zbMATH Keywords

beta distributionoptimal stopping problembandit problemgambling

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited In (1)

• A doscounted uniform one-armed bandit problem

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