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PCLI3 threshold and marginal PCL identities for the Kalman-filter bandit
PCLI3 threshold and marginal PCL identities. The functions $F$ and $G$ admit càdlàg locally bounded-variation extensions to $\mathbb R$ , with $G$ nonincreasing and nonconstant. For…
Conjectureopenaverage-reward restless-bandits stieltjes-integralsarXiv posted 2 days ago

PCLI3 threshold and marginal PCL identities for the Kalman-filter bandit