Lévy bandits: Multi-armed bandits driven by Lévy processes (Q1901088)
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scientific article; zbMATH DE number 811749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lévy bandits: Multi-armed bandits driven by Lévy processes |
scientific article; zbMATH DE number 811749 |
Statements
Lévy bandits: Multi-armed bandits driven by Lévy processes (English)
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15 January 1996
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Lévy processes
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excursions
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local time
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Wiener-Hopf factorization
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multiparameter processes
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multiarmed bandits
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optional increasing path
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