On the Bernoulli two-armed bandit problem

DOI10.1080/02331938108842729zbMath0512.62081OpenAlexW1988016816MaRDI QIDQ3657262

Radu Theodorescu, Dieter Kalin, Walter Hengartner

Publication date: 1981

Published in: Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938108842729

zbMATH Keywords

discounted caseBernoulli two-armed bandit problemmonotonicity properties of posterior success probabilitiesoptimal expected cumulative discounted reward

Mathematics Subject Classification ID

Bayesian inference (62F15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (7)

On the Bernoulli three-armed bandit problem ⋮ A Two-Armed Bandit Problem with possibility of no Information ⋮ Information processing in a three-actions dynamic decision model ⋮ Information processing in dynamic decision models. An insurance demand example ⋮ On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit ⋮ Zum Problem des zweiarmigen Bernoulli-Banditen mit einer bekannten Erfolgswahrscheinlichkeit und unendlich vielen Spielen ⋮ On a stopping rule for a class of sequential decision problems

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