• Title of article

    The set-indexed bandit problem

  • Author/Authors

    Aletti، نويسنده , , Giacomo and Merzbach، نويسنده , , Ely، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    16
  • From page
    127
  • To page
    142
  • Abstract
    Motivated by spatial problems of allocations, we give a proof of the existence of an optimal solution to a set-indexed formulation of the bandit problem. The proof is based on a compactization of collections of fuzzy stopping sets and fuzzy optional increasing paths, and a construction of set-indexed integrals.
  • Keywords
    Set-indexed processes , stochastic control , Bandit problem , Randomization
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2002
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576998

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1576998