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Doncho S. Donchev
Information about the author Doncho S. Donchev will soon be added to the site.
Found
3 papers
in total
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Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms
1999
We consider the symmetric Poissonian two-armed bandit problem. For the case of...
On the two-armed bandit problem with non-observed Poissonian switching of arms
1998
We consider the symmetrical case of the Poissonian variant of the two-armed bandit...
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process
1998
The value function in the optimal detection problem for jump-times of a Poisson...
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