A Bayes Sequential Sampling Inspection Plan

DOI10.1214/AOMS/1177699898MaRDI QIDQ5602016zbMATH OpenOpenAlexFDO

Authors Herman Chernoff, S. N. Ray

Publication date 1965

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177699898

Cited in

(10)

• One-armed bandit problem for parallel data processing systems
• Invariant description of control in a Gaussian one-armed bandit problem
• Optimally stopping the sample mean of a Wiener process with an unknown drift
• Poissonian two-armed bandit: a new approach
• Optimization of two-alternative batch processing with parameter estimation based on data inside batches
• Der diskontierte einarmige Bandit
• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
• UCB strategies and optimization of batch processing in a one-armed bandit problem
• Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
• Computational procedures for optimal stopping problems for Markov chains

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