Advances in Applied Probability: Volume 15 -

A note on multivariate Poisson flows on stochastic processes
Frederick J. Beutler
Published online by Cambridge University Press:

01 July 2016, pp. 219-220
- Article
- - You have access
- PDF
- Export citation
In [1], a deterministic counting rate condition is shown to be necessary and sufficient for a counting process induced on a Markov step process Z to be multivariate Poisson. We show here that the result continues to hold without Z being a Markov step process.

Some reward–penalty rules for the multi-armed bandit problem which are asymptotically optimal
K. D. Glazebrook
Published online by Cambridge University Press:

01 July 2016, pp. 221-222
- Article
- - You have access
- PDF
- Export citation
In the mathematical learning literature, reward–penalty rules have been studied in various decision-theoretic and game-theoretic contexts, the multi-armed bandit problem included. Here we propose an elaboration of Bather's randomised allocation indices which yields rules for the multi-armed bandit which are both reward-penalty and asymptotically optimal.

Advances in Applied Probability