Pages that link to "Item:Q792001"
From MaRDI portal
The following pages link to Gittins indices in the dynamic allocation problem for diffusion processes (Q792001):
Displaying 28 items.
- On average cost stopping time problems (Q806159) (← links)
- Common value experimentation (Q893414) (← links)
- A martingale approach to minimal surfaces (Q1017685) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- An optimal stopping time problem with time average cost in a bounded interval (Q1085882) (← links)
- Discrete multiarmed bandits and multiparameter processes (Q1317211) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- A common value experimentation with multiarmed bandits (Q1720971) (← links)
- Optimal learning before choice (Q1729685) (← links)
- Firm-specific training (Q1753709) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Bandit and covariate processes, with finite or non-denumerable set of arms (Q2145828) (← links)
- Optimal contract for outsourcing information acquisition (Q2208886) (← links)
- Sensitivity of the gittins index in the contiuous time two-armed bandit problem (Q2785416) (← links)
- On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes (Q3209937) (← links)
- Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
- Stochastic control of two-parameter processes application:the two-armed bandit problem (Q3785700) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- The system of quasi-variational inequalities attached to the two-armed bandit problem (Q4840928) (← links)
- A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches (Q5020738) (← links)
- Optimality of Threshold Stopping Times for Diffusion Processes (Q5131236) (← links)
- Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
- Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability (Q5219548) (← links)
- Explicit Gittins Indices for a Class of Superdiffusive Processes (Q5443751) (← links)
- Empirical Gittins index strategies with \(\varepsilon\)-explorations for multi-armed bandit problems (Q6167036) (← links)
- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs (Q6177268) (← links)
- A stochastic differential equation driven by Poisson random measure and its application in a duopoly market (Q6534435) (← links)
- An exact bandit model for the risk-volatility tradeoff (Q6643162) (← links)