scientific article; zbMATH DE number 6193745

MaRDI QIDQ5326975zbMATH OpenFDO

Authors Yi-Ching Yao

Publication date 1 August 2013

Full work available at URL https://arxiv.org/abs/math/0702831

zbMATH Keywords

Brownian motionChernoff's continuity correctiondynamic allocation indexmulti-armed banditoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic programming (90C39)

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