scientific article; zbMATH DE number 67288

MaRDI QIDQ4011996zbMATH OpenFDO

Authors Ernst Presman

Publication date 27 September 1992

zbMATH Keywords

average reward optimal policyBayes methodsPoisson flows of successessensitivitysequential optimizationsmall discount ratestwo-armed-bandit

Mathematics Subject Classification ID

Sequential statistical design (62L05) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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