scientific article; zbMATH DE number 6193745

zbMath1268.60053arXivmath/0702831MaRDI QIDQ5326975

Yi-Ching Yao

Publication date: 1 August 2013

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

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stoppingBrownian motionmulti-armed banditdynamic allocation indexChernoff's continuity correction

Mathematics Subject Classification ID

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

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Optimistic Gittins Indices ⋮ Optimal learning with non-Gaussian rewards ⋮ The Local Time Method for Targeting and Selection ⋮ Gittins' theorem under uncertainty ⋮ Technical Note—A Note on the Equivalence of Upper Confidence Bounds and Gittins Indices for Patient Agents

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