Bandit Problems with Lévy Processes

Asaf Cohen, Eilon Solan. Bandit Problems with Lévy Processes. Math. Oper. Res., 38(1):92-107, 2013. [doi]

@article{CohenS13,
  title = {Bandit Problems with Lévy Processes},
  author = {Asaf Cohen and Eilon Solan},
  year = {2013},
  doi = {10.1287/moor.1120.0564},
  url = {http://dx.doi.org/10.1287/moor.1120.0564},
  researchr = {https://researchr.org/publication/CohenS13},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {38},
  number = {1},
  pages = {92-107},
}