HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

Dynamic stochastic dominance in bandit decision problems

Abstract : The aim of this paper is to study the monotonicity properties with respect to the probability distribution of the state processes, of optimal decisions in bandit decision problems. Orderings of dynamic discrete projects are provided by extending the notion of stochastic dominance to stochastic processes.
Document type :
Journal articles
Complete list of metadata

https://hal-sciencespo.archives-ouvertes.fr/hal-03567790
Contributor : Spire Sciences Po Institutional Repository Connect in order to contact the contributor
Submitted on : Saturday, February 12, 2022 - 7:18:33 AM
Last modification on : Sunday, February 13, 2022 - 3:42:44 AM

Identifiers

Collections

Citation

Thierry Magnac, Jean-Marc Robin. Dynamic stochastic dominance in bandit decision problems. Theory and Decision, Springer Verlag, 1999. ⟨hal-03567790⟩

Share

Metrics

Record views

5