Exact solution of the Bellman equation for a $\beta$-discounted reward in a two-armed bandit with switching arms.

Donchev, Doncho S.. "Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.." Journal of Applied Mathematics and Stochastic Analysis 12.2 (1999): 151-160. <http://eudml.org/doc/48335>.

@article{Donchev1999,
author = {Donchev, Doncho S.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {two-armed bandit; switching arms; Bellman equation; -discounted reward; -discounted reward},
language = {eng},
number = {2},
pages = {151-160},
publisher = {Hindawi Publishing Corporation, New York},
title = {Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.},
url = {http://eudml.org/doc/48335},
volume = {12},
year = {1999},
}

TY - JOUR
AU - Donchev, Doncho S.
TI - Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1999
PB - Hindawi Publishing Corporation, New York
VL - 12
IS - 2
SP - 151
EP - 160
LA - eng
KW - two-armed bandit; switching arms; Bellman equation; -discounted reward; -discounted reward
UR - http://eudml.org/doc/48335
ER -