Optimal stopping problems for multiarmed bandit processes with arms' independence

DOI10.1016/0898-1221(93)90058-4zbMath0803.90126OpenAlexW2086491388MaRDI QIDQ1324371

Yuji Yoshida

Publication date: 10 January 1995

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(93)90058-4

zbMATH Keywords

optimal stoppingmultiarmed bandit processescalculation of optimal strategies

Mathematics Subject Classification ID

Linear programming (90C05) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Cites Work

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• Discrete multiarmed bandits and multiparameter processes
• Finite state Markovian decision processes
• Extensions of the multiarmed bandit problem: The discounted case
• Linear Programming for Finite State Multi-Armed Bandit Problems
• Stoppable families of alternative bandit processes
• Optimal stopping and supermartingales over partially ordered sets

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