On the Worth of Perfect Information in Bandits with Random Discounting

DOI10.1080/07474940701801952zbMath1256.62045OpenAlexW2010443695MaRDI QIDQ5458027

Reginald Koo, Martin L. Jones

Publication date: 10 April 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701801952

zbMATH Keywords

bandit processesrandom discountingsequential allocation of experiments

Mathematics Subject Classification ID

Statistical decision theory (62C99) Sequential statistical design (62L05)

Cites Work

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• Worth of perfect information in bernoulli bandits
• Modifications in the discount sequence for bandit processes

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