Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability.
Roland G. FryerPhilipp HarmsPublished in: Math. Oper. Res. (2018)
Keyphrases
- stochastic control
- imperfect information
- optimal control
- control problems
- game theoretic
- brownian motion
- game playing
- dynamic programming
- imperfect information games
- control strategy
- game theory
- game tree
- reinforcement learning
- stochastic games
- infinite horizon
- queueing systems
- finite automata
- probability distribution
- nash equilibrium
- sufficient conditions