Exact solution of the Bellman equation for a \(\beta\)-discounted reward in a two-armed bandit with switching arms

DOI10.1155/S1048953399000155zbMath0931.49020MaRDI QIDQ1307621

Doncho S. Donchev

Publication date: 14 February 2000

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48335

zbMATH Keywords

Bellman equationtwo-armed bandit\(\beta\)-discounted rewardswitching arms

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Markov processes (60J99) Probabilistic games; gambling (91A60)

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