Discrete multi-armed bandits and multi-parameter processes-Reference-Cited by-同舟云学术

Discrete multi-armed bandits and multi-parameter processes

Published:1986-01 Issue:1 Volume:71 Page:129-147
ISSN:0178-8051
Container-title:Probability Theory and Related Fields
language:en
Short-container-title:Probab. Th. Rel. Fields

Author:

Mandelbaum Avi

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Link

https://link.springer.com/content/pdf/10.1007/BF00366276.pdf

Reference15 articles.

1. Bather, J.A.: Optimal Stopping of a Brownian Motion: A Comparison Technique. In: H. Chernoffs 60'th Birthday Festschrift. D. Siegmund et al. (eds.). New York: Academic Press 1983

2. Cairoli, R., Walsh, J.B.: Stochastic integrals in the plane. Acta. Math. 134, 111–183 (1975)

3. Gittins, J.C.: Bandit processes and dynamic allocation indices. J. R. Stat. Soc., Ser. B 41, 148–177 (1979)

4. Lect. Notes Stat,1983

5. Karatzas, I.: Gittins indices in the dynamic allocation problem for diffusion processes. Ann. Probab. 12, 173–192 (1984)

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