Small-sample performance of Bernoulli two-armed bandit Bayesian strategies

DOI10.1016/S0378-3758(98)00230-4zbMath0929.62086OpenAlexW2075420635MaRDI QIDQ1298932

Josep Ginebra, Murray K. Clayton

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00230-4

zbMATH Keywords

tablessequential optimizationbandit problemsone-armed banditmyopic strategysuboptimal strategy

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical design (62L05)

Related Items (4)

Two-Armed Bandit Strategies that Discount Past and Future ⋮ On Bayesian index policies for sequential resource allocation ⋮ Simulation-based designs for multiperiod control ⋮ Small-sample performance of Bernoulli two-armed bandit Bayesian strategies

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