On the two-armed bandit problem with continuous time parameter and discounted rewards

DOI10.1080/17442508808833495zbMath0643.90096OpenAlexW2120701727MaRDI QIDQ3786305

Alexander A. Yushkevich

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833495

zbMATH Keywords

continuous-time two-armed banditexpected discounted rewardstationary optimal policyExplicit formulae

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (4)

Average optimality in a Poissonian bandit with switching arms ⋮ Learning to disagree in a game of experimentation ⋮ Good signals gone bad: dynamic signalling with switched effort levels ⋮ On the two-armed bandit problem with non-observed Poissonian switching of arms.

Cites Work

• Contributions to the "Two-Armed Bandit" Problem
• Unnamed Item

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