A note on discounted future two-armed bandits

DOI10.1214/AOS/1176346176zbMath0522.62060OpenAlexW2091981565MaRDI QIDQ1056178

Richard Kakigi

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346176

zbMATH Keywords

dynamic programmingoptimal designsBernoulli variablesBayes sequential designsdiscounted future two-armed bandits

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05)

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