Multi-armed bandits with simple arms (Q1095862)
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scientific article; zbMATH DE number 4029416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-armed bandits with simple arms |
scientific article; zbMATH DE number 4029416 |
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Multi-armed bandits with simple arms (English)
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1986
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An exact solution to certain multi-armed bandit problems with independent and simple arms is presented. An arm is simple if the observations associated with the arm have one of two distributions conditional on the value of an unknown dichotonomous parameter. The solution is obtained relating Gittins indices for the arms to ladder variables for associated random walks.
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multi-armed bandit problems
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simple arms
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Gittins indices
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random walks
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