Nonparametric bandit methods (Q806690)
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scientific article; zbMATH DE number 4207247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric bandit methods |
scientific article; zbMATH DE number 4207247 |
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Nonparametric bandit methods (English)
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1991
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The authors consider an infinite-horizon bandit problem within a nonparametric setting. Supposing K arms are available, each satisfying a probability bound, the sample plans proposed are shown to be asymptotically optimal and converge at guaranteed rates. In the bounded- arm case, the rate is optimal. Finally, the theory is extended to the case in which the bandit population is infinite.
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infinite-horizon bandit problem
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nonparametric setting
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0.9016303
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0.89648527
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0.88065803
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0.8771499
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