An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
From MaRDI portal
Publication:3269564
DOI10.1214/aoms/1177705907zbMath0093.15701OpenAlexW1971190366MaRDI QIDQ3269564
Publication date: 1960
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177705907
Related Items (22)
Batched bandit problems ⋮ Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties ⋮ Ein Irrfahrten-Problem und seine Anwendung auf die Theorie der sequentiellen Versuchs-Pläne ⋮ Some problems of optimal sampling strategy ⋮ The multi-armed bandit problem with covariates ⋮ Sequentielle Versuchspläne ⋮ Two-armed bandit problem for parallel data processing systems ⋮ Robust parallel control in a random environment and data processing optimization ⋮ Gaussian two-armed bandit and optimization of batch data processing ⋮ Poissonian two-armed bandit: a new approach ⋮ Customization of J. Bather's UCB strategy for a Gaussian multiarmed bandit ⋮ Gaussian two-armed bandit: limiting description ⋮ Unnamed Item ⋮ Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem) ⋮ Unnamed Item ⋮ Dynamic pricing with finite price sets: a non-parametric approach ⋮ Parallel design of robust control in the stochastic environment (the two-armed bandit problem) ⋮ Unnamed Item ⋮ Some statistical methods in machine intelligence research ⋮ Sequentielle Versuchs-Pläne ⋮ Two-armed bandit problem and batch version of the mirror descent algorithm ⋮ One-armed bandit problem for parallel data processing systems
This page was built for publication: An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
