Bandit problems with infinitely many arms
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Publication:1374228
DOI10.1214/aos/1069362389zbMath0881.62083OpenAlexW1973712811MaRDI QIDQ1374228
David C. Heath, Robert W. Chen, Alan Zame, Donald A. Berry, Lawrence A. Shepp
Publication date: 22 February 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362389
bandit problemdynamic allocation of Bernoulli processessequential experimentationstaying with a winnerswitching with a loser
Sequential statistical design (62L05) Limit theorems in probability theory (60F99) Compound decision problems in statistical decision theory (62C25)
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