Further contributions to the two-armed bandit problem

DOI10.1214/aos/1176346603zbMath0567.62067OpenAlexW2066315081MaRDI QIDQ1059967

Robert W. Keener

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aos/1176346603

zbMATH Keywords

infinite horizondynamic programmingrandom walksdiscountingposterior probabilitytwo-armed banditSpitzer seriestwo repeatable experimentstwo states

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Related Items (3)

Multi-armed bandits with simple arms ⋮ On a theorem of Kelley ⋮ Local information and the design of sequential hypothesis tests

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