Mathematical Sciences: Sequential Experimentation and       Adaptive Control
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Alan Izenman', 'PO_EMAI': None, 'PO_PHON': None}
This research will study three problems.  The first set is                 called bandit problems in sequential design and scheduling.  A                  multi-armed bandit problem selects between k independent                        stochastic sequences at every stage n according to a specified                  rule.  The "index rule" selects a sequence with maximum "Gittins                index".  These indices are not easily computable.  The                          investigator will continue to develop simple approximations to                  the optimal stopping problems.                                                       The second set of problems uses the boundary crossing theory               for sample means to find useful approximations to certain Bayes                 tests.  The investigator has already found such approximations                  for general exponential families.  Now he proposes to extend the                results beyond the exponential families and to higher dimensions.                    The third set of problems deals with stochastic regression                 and adaptive control.  The classical stochastic adaptive control                is the optimal regulation of the output when it is designed as a                linear combination of previous p outputs and q inputs.  The                     output is regulated according to various criteria such as                       mimimizing the sum of squares etc..  The investigator already has               several results in this area and he plans to pursue these                       problems further.
{'FirstName': 'Tze', 'LastName': 'Lai', 'PI_MID_INIT': 'L', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Tze L Lai', 'EmailAddress': 'lait@stanford.edu', 'NSF_ID': '000179452', 'StartDate': '07/01/1987', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Stanford University', 'CityName': 'STANFORD', 'ZipCode': '943052004', 'PhoneNumber': '6507232300', 'StreetAddress': '450 JANE STANFORD WAY', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'California', 'StateCode': 'CA', 'CONGRESSDISTRICT': '16', 'CONGRESS_DISTRICT_ORG': 'CA16', 'ORG_UEI_NUM': 'HJD6G4D6TJY5', 'ORG_LGL_BUS_NAME': 'THE LELAND STANFORD JUNIOR UNIVERSITY', 'ORG_PRNT_UEI_NUM': None}
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{'Code': '1269', 'Text': 'STATISTICS'}
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1987&All=true', 'xml': '8715614.xml'}