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Articles 1 - 5 of 5
Full-Text Articles in Physical Sciences and Mathematics
On The Optimal Reward Function Of The Continuous Time Multiarmed Bandit Problem, José Luis Menaldi, Maurice Robin
On The Optimal Reward Function Of The Continuous Time Multiarmed Bandit Problem, José Luis Menaldi, Maurice Robin
Mathematics Faculty Research Publications
The optimal reward function associated with the so-called "multiarmed bandit problem" for general Markov-Feller processes is considered. It is shown that this optimal reward function has a simple expression (product form) in terms of individual stopping problems, without any smoothness properties of the optimal reward function neither for the global problem nor for the individual stopping problems. Some results relative to a related problem with switching cost are obtained.
Remarks On Estimates For The Green Function, Jose Luis Menaldi
Remarks On Estimates For The Green Function, Jose Luis Menaldi
Mathematics Faculty Research Publications
No abstract provided.
Best Quasi-Convex Uniform Approximation, S. E. Weinstein, Yuesheng Xu
Best Quasi-Convex Uniform Approximation, S. E. Weinstein, Yuesheng Xu
Mathematics & Statistics Faculty Publications
No abstract provided.
Spectral Evolution Of A One-Parameter Extension Of A Real Symmetric Toeplitz Matrix, William F. Trench
Spectral Evolution Of A One-Parameter Extension Of A Real Symmetric Toeplitz Matrix, William F. Trench
William F. Trench
No abstract provided.
A Note On A Toeplitz Inversion Formula, William F. Trench
A Note On A Toeplitz Inversion Formula, William F. Trench
William F. Trench
No abstract provided.