Bernoulli two-armed bandits with geometric termination

DOI10.1016/0304-4149(81)90020-XzbMath0448.60048WikidataQ126781782 ScholiaQ126781782MaRDI QIDQ1146939

W. Kip Viscusi, Donald A. Berry

Publication date: 1981

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Bernoulli two-armed bandit modelfirst unsuccessful trial terminationgeometric terminationstay-on-a winner rule

Mathematics Subject Classification ID

Dynamic programming (90C39) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (2)

Optimal Stopping for the Urn Problem Based on Success Runs ⋮ Maximizing the length of a success run for many-armed bandits

Cites Work

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• Bernoulli one-armed bandits - Arbitrary discount sequences
• A conjecture of Berry regarding a Bernoulli two-armed bandit
• On Sequential Designs for Maximizing the Sum of $n$ Observations
• Contributions to the "Two-Armed Bandit" Problem
• Some Remarks on the Two-Armed Bandit
• A Bernoulli Two-armed Bandit

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