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Asymptotically efficient adaptive allocation rules

Tze-Leung Lai, Herbert Robbins

Advances in Applied Mathematics · 1985 · 2.5K citations · 2 references

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Concepts

ComputingComputer ScienceAlgorithmsMarkov Decision ProcessesOptimizationAdaptive ControlAlgorithm AnalysisCapacity AllocationResource AllocationAdaptive AllocationAsymptotic Analysis Of AlgorithmsEfficient Allocation Rules

References

2

Some aspects of the sequential design of experiments

Herbert Robbins · Bulletin of the American Mathematical Society · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Experimental Design +12

Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings

Y. S. Chow, Tze Leung Lai · Transactions of the American Mathematical Society · 1975 · 89 citations · Full text

Natural Sciences, Mathematics, Probability Theory +9