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math.ST2007★ 1 cited
Multi-armed bandit problem with precedence relations
Hock Peng Chan, Cheng-Der Fuh, Inchi Hu
Consider a multi-phase project management problem where the decision maker needs to deal with two issues: (a) how to allocate resources to projects within each phase, and (b) when…
math.ST2006★ 1 cited
Optimal strategies for a class of sequential control problems with precedence relations
Hock Peng Chan, Cheng-Der Fuh, Inchi Hu
Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decisi…
math.ST2005
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
Cheng-Der Fuh
Let ξ_0,ξ_1,...,ξ_{ω-1} be observations from the hidden Markov model with probability distribution P^{θ_0}, and let ξ_ω,ξ_{ω+1},... be observations from the hidden Markov model wit…