The Sequential Design of Bernoulli Experiments Including Switching Costs

DOI10.1287/OPRE.33.2.412zbMath0564.60046OpenAlexW2168479902MaRDI QIDQ3678396

H. Benzing, Michael Kolonko

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1287/opre.33.2.412

zbMATH Keywords

optimal designBernoulli experimentsone-armed bandit problem

Mathematics Subject Classification ID

2-person games (91A05) Other game-theoretic models (91A40) Stopping times; optimal stopping problems; gambling theory (60G40)

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