On the Bernoulli three-armed bandit problem

DOI10.1080/02331938608843200zbMath0629.90091OpenAlexW2063934064MaRDI QIDQ3767152

Radu Theodorescu, H. Benzing, Dieter Kalin

Publication date: 1986

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938608843200

zbMATH Keywords

monotonicityfinite horizonoptimal policiessequential designBernoulli three-armed bandit problemdependent armsknown arm

Mathematics Subject Classification ID

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

Cites Work

• On a stopping rule for a class of sequential decision problems
• A review of selected topics in multivariate probability inequalities
• On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
• On the Bernoulli two-armed bandit problem
• A note on structural properties of the Bernoulli two-armed bandit problem

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