Some optimal strategies for bandit problems with beta prior distributions

DOI10.1023/A:1004130209258zbMath1064.62554OpenAlexW2001627545MaRDI QIDQ1585898

C. J. Shiau, Chien-Tai Lin

Publication date: 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004130209258

zbMATH Keywords

dynamic allocation of Bernoulli processessequential experimentationBandit problemsk-failure strategym-run strategyN-learning strategynon-recalling m-run strategystaying-with-a-winnerswitching-on-a-loser

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05)

Related Items (2)

Optimal Bayesian strategies for the infinite-armed Bernoulli bandit ⋮ A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions

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