Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion

DOI10.1017/S0269964800004149zbMath1094.91502MaRDI QIDQ5485352

Stephen J. Herschkorn, Erol A. Peköz, Sheldon M. Ross

Publication date: 30 August 2006

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Special processes (60K99) Stochastic games, stochastic differential games (91A15)

Related Items (4)

Bandit and covariate processes, with finite or non-denumerable set of arms ⋮ Topp-Leone distribution with an application to binomial sampling ⋮ Optimal Bayesian strategies for the infinite-armed Bernoulli bandit ⋮ A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions

Cites Work

• Nonparametric bandit methods
• Some problems of optimal sampling strategy

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