On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit
Year of publication: |
1985
|
---|---|
Authors: | Kolonko, Michael |
Other Persons: | Benzing, Harald (contributor) |
Published in: |
Metrika : international journal for theoretical and applied statistics. - Berlin : Springer, ISSN 0026-1335, ZDB-ID 3502-6. - Vol. 32.1985, 6, p. 395-407
|
Subject: | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung | Decision | 1984 |
-
Dynamic monotonicity and comparative statics for real options
Friedman, Eric, (1997)
-
Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
Uğurlu, Kerem, (2023)
-
Markov interval chain (MIC) for solving a decision problem
Semati, Salah Eddine, (2023)
- More ...
-
The sequential design of Bernoulli experiments including switching costs
Kolonko, Michael, (1985)
-
Bounds for the approximation of dynamic programs
Benzing, Harald, (1986)
-
Stochastische Simulation : Grundlagen, Algorithmen und Anwendungen
Kolonko, Michael, (2008)
- More ...