Bandit bounds from stochastic variability extrema

DOI10.1016/S0167-7152(97)00024-2zbMath0904.62092MaRDI QIDQ1373975

Stephen J. Herschkorn

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

value of informationconvex orderingbandit problemsstochastic variability ordering

Mathematics Subject Classification ID

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

Cites Work

• The learning component of dynamic allocation indices
• A Bernoulli Two-armed Bandit
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