Evaluation of asymptotic approximations for a two-stage Bernoulli bandit (Q1763440)
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scientific article; zbMATH DE number 2136308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of asymptotic approximations for a two-stage Bernoulli bandit |
scientific article; zbMATH DE number 2136308 |
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Evaluation of asymptotic approximations for a two-stage Bernoulli bandit (English)
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22 February 2005
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Continuous time model
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Discounting
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Dynamic programming
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Free boundary problem
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Sequential decisions
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Wiener process
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0.88689363
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0.87881744
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0.8753731
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0.8747161
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