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Optimal Policies for a Sequential Decision Process

✍ Scribed by Brown, Lawrence

Book ID
118192387
Publisher
Society for Industrial and Applied Mathematics
Year
1965
Weight
764 KB
Volume
13
Category
Article
ISSN
0368-4245

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πŸ“œ SIMILAR VOLUMES

Optimal Adaptive Policies for Sequential
Optimal Adaptive Policies for Sequential Allocation Problems
✍ Apostolos N. Burnetas; Michael N. Katehakis πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 301 KB

Consider the problem of sequential sampling from m statistical populations to maximize the expected sum of outcomes in the long run. Under suitable assumptions on the unknown parameters g ⌰, it is shown that there exists a class C of R Ž . adaptive policies with the following properties: i The expec