Bayesian nonparametric bandits

DOI10.1214/aos/1176349753zbMath0587.62151OpenAlexW2070725466MaRDI QIDQ1072315

Murray K. Clayton, Donald A. Berry

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/1176349753

zbMATH Keywords

upper boundapproximationDirichlet processsequential decisionstwo-armed banditsmonotonicity properties of optimal strategiesnonparametric decisionsone-armed banditsoptional strategysequential selectionsstay-with-a-winner

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Dynamic programming (90C39) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

Related Items (5)

Covariate models for bernoulli bandits ⋮ A Note on Dirichlet One-Armed Bandits ⋮ A randomly reinforced urn ⋮ Optimal inventory policies when the demand distribution is not known ⋮ Nonparametric bandit methods

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