The Sequential Design of Bernoulli Experiments Including Switching Costs

DOI10.1287/OPRE.33.2.412MaRDI QIDQ3678396zbMATH OpenOpenAlexFDO

Authors Michael Kolonko, H. Benzing

Publication date 1985

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.33.2.412

zbMATH Keywords

Bernoulli experimentsone-armed bandit problemoptimal design

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05) Other game-theoretic models (91A40)

Recommendations

• scientific article; zbMATH DE number 4033530
• Approximate cost-efficient sequential designs for binary response models with application to switching measurements
• Asymptotic behavior of sequential design with costs of experiments
• scientific article; zbMATH DE number 177233
• Asymptotic behavior of sequential design with costs of experiments. (The case of normal distribution)
• Choise of optimal initial designs in sequential experiments
• Implementing Optimal Allocation in Sequential Binary Response Experiments
• Design strategies for sequential choice experiments involving economic alternatives
• On the optimal amount of experimentation in sequential decision problems
• scientific article; zbMATH DE number 2112509

Cited in

(7)

• Information processing in a three-actions dynamic decision model
• Switching cost models as hypothesis tests
• scientific article; zbMATH DE number 3843526 (Why is no real title available?)
• scientific article; zbMATH DE number 4033530 (Why is no real title available?)
• Generalized Bandit Problems
• Approximate cost-efficient sequential designs for binary response models with application to switching measurements
• Response adaptive designs that incorporate switching costs and constraints

This page was built for publication: The Sequential Design of Bernoulli Experiments Including Switching Costs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3678396)