Optimality of myopic stopping times for geometric discounting

DOI10.2307/3214454MaRDI QIDQ3790396zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

beta distributionoptimal stopping problembandit problemgambling

Mathematics Subject Classification ID

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

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Cited in

(1)

• A doscounted uniform one-armed bandit problem

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