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Computing a classic index for finite-horizon bandits - MaRDI portal

Computing a classic index for finite-horizon bandits

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Publication:6406380

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DOI10.1287/IJOC.1100.0398zbMath1243.90157arXiv2207.14189MaRDI QIDQ6406380

José Niño-Mora

Publication date: 28 July 2022

Mathematics Subject Classification ID

Stochastic programming (90C15) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Statistical methods; economic indices and measures (91B82) Probabilistic games; gambling (91A60)

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