Bandit problems with lévy processes

Mathematics of Operations Research

Volumn 38, Issue 1, 2013, Pages 92-107

  Cohen, Asaf ^a   Solan, Eilon ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

Cut off strategies; L vy processes; Two armed bandit

Indexed keywords

BANDIT PROBLEMS; CUT-OFF STRATEGIES; DECISION PROBLEMS; EXPLORATION AND EXPLOITATION; OPTIMAL STRATEGIES; TWO-ARMED BANDIT;

RESEARCH;

COMPUTER APPLICATIONS;

EID: 84875456198     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1120.0564     Document Type: Article

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