Structured Policies for a Sequential Design Problem with General Distributions

DOI10.1287/MOOR.12.1.60zbMATH Open0616.90088OpenAlexW2076444209MaRDI QIDQ4726073FDOQ4726073

Authors: H. Benzing, Michael Kolonko 

Publication date: 1987

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.12.1.60

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zbMATH Keywords

monotonicityconvexitygeneral distributionstotal expected rewardone-armed bandit problem

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited In (6)

• On a sequential two-action decision model¹with unbounded reward functions
• A Two-Armed Bandit Problem with possibility of no Information
• Title not available (Why is that?)
• Functional Sequential Treatment Allocation
• Structured policies in the sequential design of experiments
• Optimal sequencing of heterogeneous, non-instantaneous interventions

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