Gaussian two-armed bandit: limiting description

DOI10.1134/S0032946020030059zbMath1460.62022OpenAlexW3096950049MaRDI QIDQ2211179

Alex V. Kolnogorov

Publication date: 12 November 2020

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946020030059

zbMATH Keywords

asymptotic minimax theorembatch processingGaussian two-armed banditminimax and Bayesian approaches

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical aspects of big data and data science (62R07)

Related Items (4)

Poissonian two-armed bandit: a new approach ⋮ Customization of J. Bather's UCB strategy for a Gaussian multiarmed bandit ⋮ Unnamed Item ⋮ Two-armed bandit problem and batch version of the mirror descent algorithm

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