scientific article

zbMath0721.93003MaRDI QIDQ3998711

Ernst L. Presman, I. N. Sonin

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

value functionsincomplete informationstochastic systemsoptimal synthesiscontinuous-timegeneral theorysequential controlcontrol of Markov chainslocal optimal controltwo armed bandit problem

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01) Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Diffusion processes (60J60) Sequential statistical design (62L05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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On Gittins' index theorem in continuous time ⋮ Learning to disagree in a game of experimentation ⋮ Good signals gone bad: dynamic signalling with switched effort levels ⋮ Multi-armed linear bandits with latent biases ⋮ Optimal strategies for a class of sequential control problems with precedence relations ⋮ Locks, Bombs and Testing: The Case of Independent Locks ⋮ Experimentation with reputation concerns -- dynamic signalling with changing types ⋮ A conjecture on the Feldman bandit problem ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability ⋮ Multi-armed bandits in discrete and continuous time ⋮ On the two-armed bandit problem with non-observed Poissonian switching of arms. ⋮ Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.

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