Article ID: | iaor19931460 |
Country: | United States |
Volume: | 35 |
Start Page Number: | 819 |
End Page Number: | 824 |
Publication Date: | Aug 1990 |
Journal: | Theory of Probability and its Applications |
Authors: | Yushkevich A.A. |
The two-armed bandit problem with continuous-time parameter was formulated and investigated comprehensively by Presman and Soniu for the case of a criterion of additive reward. This paper uses this result to analyse the optimal strategy from the point of view of the sensitivity criteria of Veinott.