Dynamic stochastic dominance in bandit decision problems

DOI10.1023/A:1005142630173zbMath0982.91020OpenAlexW1561321130MaRDI QIDQ1971768

Thierry Magnac, Jean-Marc Robin

Publication date: 23 March 2000

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1005142630173

zbMATH Keywords

stochastic dynamic programmingstochastic dominancemulti-armed bandit problems

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Dynamic programming (90C39) Individual preferences (91B08)

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