Ranking and Selection as Stochastic Control

DOI10.1109/TAC.2018.2797188zbMath1423.93422arXiv1710.02619OpenAlexW2963653944MaRDI QIDQ4682288

Edwin K. P. Chong, Yijie Peng, Chun-Hung Chen, Michael C. Fu

Publication date: 18 September 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.02619

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal stochastic control (93E20) Statistical ranking and selection procedures (62F07)

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