Search Results for author: Chun-Hung Chen

Found 2 papers, 0 papers with code

Ranking and Selection as Stochastic Control

no code implementations7 Oct 2017 Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen, Michael C. Fu

Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation.

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