Multi-armed bandits with simple arms

DOI10.1016/0196-8858(86)90031-XzbMath0632.93066OpenAlexW2138248033MaRDI QIDQ1095862

Robert W. Keener

Publication date: 1986

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0196-8858(86)90031-x

zbMATH Keywords

random walksmulti-armed bandit problemsGittins indicessimple arms

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60)

Related Items

Local information and the design of sequential hypothesis tests

Cites Work

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• Further contributions to the two-armed bandit problem
• Nearly-optimal sequential tests for finitely many parameter values
• Contributions to the "Two-Armed Bandit" Problem
• On Bayesian models in stochastic scheduling

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