scientific article; zbMATH DE number 862533
accessible stopping pointscontrol of discrete time processesdynamic programmingimbedding of stopping pointslinear representationmultiarmed banditsoptimal sampling theoremoptimal sequential controlpartially ordered index setrandom walkssequential statistical testsSnell envelope
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Optimal stopping in statistics (62L15) Sequential statistical methods (62L99)
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