Optimal Stopping for Interval Estimation in Bernoulli Trials.
Tony YaacoubGeorge V. MoustakidesYajun MeiPublished in: IEEE Trans. Inf. Theory (2019)
Keyphrases
- optimal stopping
- interval estimation
- finite horizon
- markov decision processes
- collaborative filtering
- brownian motion
- optimal policy
- infinite horizon
- real valued
- state space
- optimal control
- markov decision process
- finite state
- stochastic processes
- average cost
- reinforcement learning
- stochastic process
- machine learning
- dynamic programming
- search algorithm