Publication:3798562

zbMath0652.93052MaRDI QIDQ3798562

Avishai Mandelbaum

Publication date: 1988

zbMATH Keywords

optimal stopping problem; multi-parameter bandit processes; optimal navigation problem

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60G40: Stopping times; optimal stopping problems; gambling theory

62L05: Sequential statistical design

60K10: Applications of renewal theory (reliability, demand theory, etc.)

91A60: Probabilistic games; gambling

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The set-indexed bandit problem., Stochastic control of two-parameter processes application:the two-armed bandit problem