Two armed bandits with change point in one arm

DOI10.1016/S0378-3758(98)00050-0zbMath0933.62076OpenAlexW2026770477MaRDI QIDQ1299072

E. A. Lamprecht, Shelemyahu Zacks

Publication date: 27 March 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00050-0

zbMATH Keywords

surveillanceoptimal strategydynamic programmingBernoulli trialschange pointWald SPRTtwo armed bandits

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

A conversation with Shelemyahu Zacks

Cites Work

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• Sequential analysis. Tests and confidence intervals

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