SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Continuous Multi-Armed Bandits and Multiparameter Processes
4 references·7 citing·38 second hop
Continuous Multi-Armed Bandits and Multiparameter Processes (1987)Continuous Multi-Armed Bandits and Multip…Extensions of the multiarmed bandit problem: The discounted case (1985)Extensions of the multiarmed …Gittins Indices in the Dynamic Allocation Problem for Diffusion Processes (1984)Gittins Indices in the Dynami…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …Sequential Analysis and Optimal Design (1972)Sequential Analysis and Optim…When to Abandon a Research Project and Search for a New One (2016)When to Abandon a Research Pr…Approval regulation and endogenous consumer confidence: Theory and analogies to licensing, safety, and financial regulation (2010)Approval regulation and endog…American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View (2003)American Options, Multi–armed…Variably Skewed Brownian Motion (2000)Variably Skewed Brownian Moti…Multi-armed bandits in discrete and continuous time (1998)Multi-armed bandits in discre…Multi-Armed bandit problem revisited (1994)Multi-Armed bandit problem re…Poisson Version of the Two-Armed Bandit Problem with Discounting (1991)Poisson Version of the Two-Ar…Processes of normal inverse Gaussian type (1997)Methods of Mathematical Finance (1998)PORTFOLIO MANAGEMENT WITH CONSTRAINTS (2007)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank--El Karoui Representation Theorem (2014)On an integral equation for the free-boundary of stochastic, irreversible investment problems (2014)Job Matching and the Theory of Turnover (1979)Brownian motion and stochastic calculus (1991)Investment under Uncertainty (1994)Time-Sharing Service Systems. I (1975)Multi-Armed Bandits and the Gittins Index (1980)The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey (1989)Multi-Armed Bandit Problems (2007)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)Multi-Armed Bandit Allocation Indices (1989)Multi-Armed Bandit Allocation Indices. (1990)Contributions to the "Two-Armed Bandit" Problem (1962)A Bayes Sequential Sampling Inspection Plan (1965)The importance of being honest (2016)Continuous Martingales and Brownian Motion (1991)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Continuous Martingales and Brownian Motion (1999)Arbitrage in skew Brownian motion models (2011)On symmetric and skew Bessel processes (2012)On the time inhomogeneous skew Brownian motion (2013)Bandit Problems, Sequential Allocation of Experiments. (1987)Some aspects of the sequential design of experiments (1952)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Restless bandits: activity allocation in a changing world (1988)Legislative leviathan: party government in the House (1993)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)The Use of a Canonical Form in the Construction of Locally Optimal Designs for Non-Linear Problems (1992)PAC Bounds for Multi-armed Bandit and Markov Decision Processes (2002)The Sample Complexity of Exploration in the Multi-Armed Bandit Problem (2004)Learning, Wage Dynamics, and Firm-Specific Human Capital (1996)Experimentation in Markets (2000)A survey on the bandit problem with switching costs (2004)
this work references cited by second hop

References

  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1972Sequential Analysis and Optimal Design324 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
  • 1984Gittins Indices in the Dynamic Allocation Problem for Diffusion Processes90 cited

Cited by

  • 2003American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View50 cited
  • 1998Multi-armed bandits in discrete and continuous time46 cited
  • 2010Approval regulation and endogenous consumer confidence: Theory and analogies to licensing, safety, and financial regulation38 cited
  • 1994Multi-Armed bandit problem revisited34 cited
  • 1991Poisson Version of the Two-Armed Bandit Problem with Discounting32 cited
  • 2000Variably Skewed Brownian Motion31 cited
  • 2016When to Abandon a Research Project and Search for a New One20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work