A One-Armed Bandit Problem with a Concomitant Variable

DOI10.2307/2286402zbMath0442.62063OpenAlexW4240211193MaRDI QIDQ3885012

Michael B. Woodroofe

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2286402

zbMATH Keywords

concomitant variablemyopic policysequential allocationasymptotically optimal policiesone-armed bandit problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05)

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