Optimality of myopic stopping times for geometric discounting

DOI10.2307/3214454zbMath0646.60049OpenAlexW2322282983MaRDI QIDQ3790396

Donald A. Berry, Bert E. Fristedt

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214454

zbMATH Keywords

gamblingoptimal stopping problembeta distributionbandit problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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