Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms.
Donchev, Doncho S.
Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999), p. 151-160 / Harvested from The Electronic Library of Mathematics
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Publié le : 1999-01-01
DOI : https://doi.org/10.1155/S1048953399000155
EUDML-ID : urn:eudml:doc:48335 
@article{01359780,
     title = {Exact solution of the Bellman equation for a },
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {12},
     year = {1999},
     pages = {151-160},
     doi = {10.1155/S1048953399000155},
     zbl = {0931.49020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01359780}
}

Donchev, Doncho S. Exact solution of the Bellman equation for a . Journal of Applied Mathematics and Stochastic Analysis, Tome 12 (1999) pp. 151-160. doi : 10.1155/S1048953399000155. http://gdmltest.u-ga.fr/item/01359780/