On a theorem of Kelley

DOI10.1016/S0378-3758(97)00061-XzbMath0909.62078OpenAlexW1982468576MaRDI QIDQ1378793

Murray K. Clayton, Josep Ginebra

Publication date: 8 April 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(97)00061-x

zbMATH Keywords

sequential optimizationbandit problemtwo-armed banditmyopicitytwo-point prior

Mathematics Subject Classification ID

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

Related Items (1)

Two-Armed Bandit Strategies that Discount Past and Future

Cites Work

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• A note on discounted future two-armed bandits
• Further contributions to the two-armed bandit problem
• A note on the Bernoulli two-armed bandit problem
• On Sequential Designs for Maximizing the Sum of $n$ Observations
• Contributions to the "Two-Armed Bandit" Problem

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