On a sequential two-action decision model1with unbounded reward functions

DOI10.1080/02331938908843421MaRDI QIDQ3830831zbMATH OpenOpenAlexFDO

Authors H. Benzing, Radu Theodorescu, Dieter Kalin

Publication date 1989

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938908843421

zbMATH Keywords

Bernoulli bandit modelsmaximum expected total discounted rewardmonotonicity propertiesone-step-look-ahead policiessampling without recallsequential Markov decisionstay-on-a-winner rulestopping ruletwo-armed bandit

Mathematics Subject Classification ID

Sequential statistical design (62L05) Optimal stopping in statistics (62L15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cites work

• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• scientific article; zbMATH DE number 3906232 (Why is no real title available?)
• Markov programming by successive approximations with respect to weighted supremum norms
• Structured Policies for a Sequential Design Problem with General Distributions

Cited in

(10)

• Psychological models of deferred decision making
• Reward-rate maximization in sequential identification under a stochastic deadline
• A priori action-decision models: technical results
• A SEQUENTIAL DECISION PROBLEM WITH A FINITE MEMORY
• Continue, quit, restart probability model
• scientific article; zbMATH DE number 3862966 (Why is no real title available?)
• scientific article; zbMATH DE number 3862967 (Why is no real title available?)
• The dependent doors problem: an investigation into sequential decisions without feedback
• Optimal choice from known rewards with uncertain response
• A dynamic multi-item two-activity problem

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