On the problem of the two-armed bandit with impulse controls and discounting

DOI10.1070/RM1992V047N05ABEH000963zbMATH Open0786.90084OpenAlexW1986883266MaRDI QIDQ3138159

Alexander A. Yushkevich

Publication date: 25 January 1994

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1992v047n05abeh000963

zbMATH Keywords

impulse controlstwo-armed banditdiscounted symmetric Poisson problem

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Two-Armed Bandit Strategies that Discount Past and Future ⋮ On ergodic two-armed bandits ⋮ On the Worth of Perfect Information in Bandits with Random Discounting ⋮ On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit

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