On the improvement of allocation rules for multi-armed bandit problem

DOI10.1080/02331939408843954zbMath0822.90139OpenAlexW1999587983MaRDI QIDQ4764899

S. Pohlenz, Hans-Joachim Girlich

Publication date: 20 April 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939408843954

zbMATH Keywords

multi-armed bandit problemsBayes analysisBather's randomized policybeta-distributed prior

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites Work

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• On the Allocation of Treatments in Sequential Medical Trials
• On the optimal solution of the one-armed bandit adaptive control problem
• Bayesian dynamic programming

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