scientific article; zbMATH DE number 4064879

MaRDI QIDQ3798562zbMATH OpenFDO

Authors Avishai Mandelbaum

Publication date 1988

zbMATH Keywords

multi-parameter bandit processesoptimal navigation problemoptimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Sequential statistical design (62L05) Probabilistic games; gambling (91A60) Optimal stochastic control (93E20)

Recommendations

• Discrete multiarmed bandits and multiparameter processes
• Continuous multi-armed bandits and multiparameter processes
• Optimal stopping problems for multiarmed bandit processes with arms' independence
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• On the Optimal Reward Function of the Continuous Time Multiarmed Bandit Problem

Cited in

(4)

• Continuous multi-armed bandits and multiparameter processes
• The set-indexed bandit problem.
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Optimal activation of halting multi‐armed bandit models

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