On a stopping rule for a class of sequential decision problems

DOI10.1007/BF02056913zbMath0518.62070MaRDI QIDQ1054105

Radu Theodorescu, Dieter Kalin

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175894

zbMATH Keywords

optimal strategyfinite horizontwo-armed bandit problemdiscounted caseone probability known

Mathematics Subject Classification ID

Dynamic programming (90C39) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

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