BusinessDecision SciencesDecision TheoryExperimental DesignStochastic ProcessesLearning In ExperimentsReinforcement LearningReinforcement Learning FoundationsSequential Decision-makingSequential ExperimentationSequential TestingOptimal Stopping RulesSequential DesignSequential Experimental DesignSequential Optimization
Abstract : THE PROBLEM OF DETERMINING AN OPTIMAL TESTING POLICY WHERE ONE SIMULTANEOUSLY GAINS AND LEARNS FOR THE CASE WHERE THE OUTCOME OF ONE CHOICE IS KNOWN AND THE OTHER IS SUBJECT TO A KNOWN A PRIORI DISTRIBUTION IS CONSIDERED. Results of Johnson and Karlin, P-328, are obtained in a different way and extended. The methods used are applicable to more general processes.
4
Some Problems in the Theory of Dynamic Programming
Richard Bellman · Econometrica · 1954 · 157 citations