On the two-armed bandit problem with non-observed Poissonian switching of arms.

DOI10.1007/BF01198403zbMath1041.62513OpenAlexW2050288011MaRDI QIDQ1298766

Doncho S. Donchev

Publication date: 1998

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198403

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items

Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model

Cites Work

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• Stochastic optimal control. The discrete time case
• A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process
• Average optimality in a Poissonian bandit with switching arms
• Poisson Version of the Two-Armed Bandit Problem with Discounting
• Verification Theorems for Markov Decision Processes with Controlled Deterministic Drift and Gradual and Impulsive Controls
• On the two-armed bandit problem with continuous time parameter and discounted rewards
• Contributions to the "Two-Armed Bandit" Problem

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