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Dynamic Allocation Problems in Continuous Time
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  • 2017Dynamic Learning of Patient Response Types: An Application to Treating Chronic Diseases99 cited
  • 2007Risk-Sensitive and Risk-Neutral Multiarmed Bandits76 cited
  • 1999A class of solvable singular stochastic control problems56 cited
  • 2003American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View50 cited
  • 1998Multi-armed bandits in discrete and continuous time46 cited
  • 2014Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem40 cited
  • 2025The Gittins Index: A Design Principle for Decision Making Under Uncertainty5 cited
  • 2024Optimal Sequential Experimentation1 cited

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