Dynamic Pricing with a Poisson Bandit Model

DOI10.1080/07474940701620808zbMath1124.62049OpenAlexW2056039058MaRDI QIDQ5431470

Xikui Wang

Publication date: 10 December 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701620808

zbMATH Keywords

optimal strategyMarkov decision processesBayesian methodGittins indexcompound Poisson processbandit processplay-the-winner rule

Mathematics Subject Classification ID

Stochastic programming (90C15) Sequential statistical design (62L05) Optimal stopping in statistics (62L15) Marketing, advertising (90B60)

Related Items (1)

One-armed bandit process with a covariate

Cites Work

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