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On a stopping rule for a class of sequential decision problems. (English) Zbl 0518.62070

MSC:
62L15 Optimal stopping in statistics
62L05 Sequential statistical design
90C39 Dynamic programming
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References:
[1] DeGroot, M.H.: Optimal statistical decisions. New York 1970. · Zbl 0225.62006
[2] Hengartner, W., D. Kalin andR. Theodorescu: On the Bernoulli two-armed bandit problem. Math. Operationsforsch. Statist., Ser. Optimization12, 1981, 307–316. · Zbl 0512.62081
[3] Hinderer, K.: Foundations of non-stationary dynamic programming with discrete time-parameter. Lecture Notes in Operations Research and Mathematical Systems, 33. New York 1970. · Zbl 0202.18401
[4] Jones, P.W.: Some results for the two-armed bandit problem. Math. Operationsforsch Statist.7, 1976, 471–475. · Zbl 0339.90056
[5] Kalin, D.: Zum Problem des zweiarmigen Bernoulli-Banditen mit einer bekannten Erfolgswahrscheinlichkeit und unendlich vielen Spielen. Metrika29, 1982, 261–270. · Zbl 0504.90085
[6] Kalin, D., andR. Theodorescu: Sur le probleme du bandit á deux bras quand une probabilité est connue. Publ. Inst. Statist. Paris25, 1980, 49–60. · Zbl 0453.60051
[7] Schäl, M.: Conditions for optimality in dynamic programming and for the limit ofn-stage optimal policies to be optimal. Z. Wahrscheinlichkeitstheorie Verw. Gebiete32, 1975, 179–196. · Zbl 0316.90080
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