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Two-Armed Bandit Strategies that Discount Past and Future

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Publication:3155639
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DOI10.1081/SAC-200033347zbMath1101.62358MaRDI QIDQ3155639

Josep Ginebra

Publication date: 17 January 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)



Mathematics Subject Classification ID

Sequential statistical design (62L05)




Cites Work

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  • Bernoulli one-armed bandits - Arbitrary discount sequences
  • Small-sample performance of Bernoulli two-armed bandit Bayesian strategies
  • Bandit problems with infinitely many arms
  • On a theorem of Kelley
  • Optimal few-stage designs
  • A SEQUENTIAL DECISION PROBLEM WITH A FINITE MEMORY
  • Bayesian rules for the two-armed bandit problem
  • Optimal allocation for estimating the mean of a bivariate polynomial
  • Bayesian Heuristic for Multiperiod Control
  • Randomized Rules for the Two-Armed-Bandit with Finite Memory
  • The two-armed-bandit problem with time-invariant finite memory
  • Some aspects of the sequential design of experiments




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