Zum Problem des zweiarmigen Bernoulli-Banditen mit einer bekannten Erfolgswahrscheinlichkeit und unendlich vielen Spielen

DOI10.1007/BF01893385zbMath0504.90085MaRDI QIDQ1835851

Dieter Kalin

Publication date: 1982

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175863

zbMATH Keywords

infinite horizonoptimality criterionexistence of a stopping rulemonotone optimal strategyone success probability knowntwo-armed Bernoulli-bandit problem

Mathematics Subject Classification ID

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

Related Items (1)

On a stopping rule for a class of sequential decision problems

Cites Work

• On the two armed bandit with one probability known
• On the Bernoulli two-armed bandit problem
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Unnamed Item

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