The system of quasi-variational inequalities attached to the two-armed bandit problem (Q4840928)
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scientific article; zbMATH DE number 781052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The system of quasi-variational inequalities attached to the two-armed bandit problem |
scientific article; zbMATH DE number 781052 |
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The system of quasi-variational inequalities attached to the two-armed bandit problem (English)
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14 November 1995
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stochastic control problems
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two-parameter continuous time stochastic processes
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two-parameter optimal stopping problem
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variational inequality
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quasi-variational inequalities
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degenerate diffusion processes
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Gittins index
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bi-Markov processes
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Dirichlet forms
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