Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats

DOI10.1287/opre.2013.1164zbMath1273.90255OpenAlexW2127536498MaRDI QIDQ2846423

David B. Brown, James E. Smith

Publication date: 5 September 2013

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/27f74a1b2d69efd1c07ec7ee41a9a7179c429340

zbMATH Keywords

dynamic programmingmultiarmed banditsinformation relaxationsbandit superprocesses

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Dynamic programming (90C39)

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