Structured Policies for a Sequential Design Problem with General Distributions

DOI10.1287/MOOR.12.1.60MaRDI QIDQ4726073zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

monotonicityconvexitygeneral distributionstotal expected rewardone-armed bandit problem

Mathematics Subject Classification ID

Dynamic programming (90C39)

Recommendations

• Structured policies in the sequential design of experiments
• scientific article; zbMATH DE number 123447
• Sequential design for optimal stopping problems
• Optimal adaptive policies for sequential allocation problems
• scientific article; zbMATH DE number 1361711
• Policy structure for discrete time Markov chain disorder problems
• Strong consistency of the MLE for sequential design problems
• A sequential sampling procedure for stochastic programming
• scientific article; zbMATH DE number 29740

Cited in

(6)

• On a sequential two-action decision model¹with unbounded reward functions
• A Two-Armed Bandit Problem with possibility of no Information
• scientific article; zbMATH DE number 3843526 (Why is no real title available?)
• Functional Sequential Treatment Allocation
• Structured policies in the sequential design of experiments
• Optimal sequencing of heterogeneous, non-instantaneous interventions

This page was built for publication: Structured Policies for a Sequential Design Problem with General Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4726073)