Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability
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Publication:5219548
DOI10.1287/moor.2017.0863zbMath1440.93266arXiv1506.07291OpenAlexW1914551808MaRDI QIDQ5219548
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Publication date: 12 March 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.07291
Lévy processesoptimal stoppingfilteringjob searchseparation theorempartial observationshuman capital formationrestless banditcutoff strategiesapproximation by discrete controls
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Labor markets (91B39)
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