On ergodic two-armed bandits

DOI10.1214/10-AAP751zbMath1275.62056arXiv0905.0463OpenAlexW2136855133MaRDI QIDQ417067

Pierre Tarrès, Pierre Vandekerkhove

Publication date: 13 May 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.0463

zbMATH Keywords

convergencestochastic algorithms

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential statistical design (62L05) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

Convergence in models with bounded expected relative hazard rates

Cites Work

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