Two-armed restless bandits with imperfect information : stochastic control and indexability
Roland G. Fryer, Philipp Harms
| Year of publication: |
May 2018
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|---|---|
| Authors: | Fryer, Roland G. <Jr.> ; Harms, Philipp |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 2, p. 399-427
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| Subject: | restless bandit | partial observations | filtering | separation theorem | optimal stopping | cutoff strategies | approximation by discrete controls | Lévy processes | human capital formation | job search | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Arbeitsuche | Job search |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2017.0863 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011868611