Bayesian Adaptive Stochastic Process Termination

DOI10.1287/MOOR.28.2.361.14481zbMath1082.90578OpenAlexW2102492389MaRDI QIDQ5704131

Chi-Wen Jevons Lee, Inchi Hu

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.28.2.361.14481

zbMATH Keywords

Irrevocable adaptive policy, Kullback-Leibler index, multi-armed bandit problem, sequential test, stopping time

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Optimal strategies for a class of sequential control problems with precedence relations

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