Using Path Induction to Evaluate Sequential Allocation Procedures

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DOI10.1137/S1064827595291820zbMath1054.62575MaRDI QIDQ4702372

Quentin F. Stout, Janis P. Hardwick

Publication date: 24 November 1999

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

stochastic optimization backward induction Bayesian bandit problems path counting forward induction adaptive allocation stage group sampling

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Stochastic programming (90C15) Sequential statistical design (62L05)

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