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}, }