| 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.