Structured Policies for a Sequential Design Problem with General Distributions

DOI10.1287/MOOR.12.1.60MaRDI QIDQ4726073zbMATH OpenOpenAlexFDO

Authors H. Benzing, Michael Kolonko

Publication date 1987

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.12.1.60

zbMATH Keywords

convexitygeneral distributionsmonotonicityone-armed bandit problemtotal expected reward

Mathematics Subject Classification ID

Dynamic programming (90C39)

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• On a sequential two-action decision model¹with unbounded reward functions
• A Two-Armed Bandit Problem with possibility of no Information
• Dynamic allocation policies for the finite horizon one armed bandit problem
• Functional Sequential Treatment Allocation

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