On the value of learning for Bernoulli bandits with unknown parameters

DOI10.1109/9.887641zbMath0976.90119OpenAlexW2125930088MaRDI QIDQ2730296

Ger Koole, Sandjai Bhulai

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b13e103016215fc8b68ee47f59432ab1e11793fc

zbMATH Keywords

bandit problempartially observed Markov decision problemBayesian adaptive control

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Solving two‐armed Bernoulli bandit problems using a Bayesian learning automaton

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