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| Author: | Magnac, T. Robin, J.-M. |
| Title: | Dynamic stochastic dominance in bandit decision problems |
| Journal: | Theory and Decision
1999 : DEC, VOL. 47:3, p. 267-295 |
| Index terms: | Stochastic processes Decision making Decision support systems |
| Language: | eng |
| Abstract: | The purpose of this paper is to examine the monotonocity 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. |
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