AN EXPONENTIAL TWO-ARMED BANDIT PROBLEM WITH ONE ARM KNOWN UNDER BATCH SAMPLING

DOI10.14490/JJSS1995.25.205zbMath0858.62068OpenAlexW2014669988MaRDI QIDQ4715720

Toshio Hamada

Publication date: 23 March 1997

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.25.205

zbMATH Keywords

exponential distributionBayesian learningsequential decisiongamma priorgamma two-armed bandit problem

Mathematics Subject Classification ID

Dynamic programming (90C39) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

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