Optimal Bayesian strategies for the infinite-armed Bernoulli bandit

DOI10.1016/j.jspi.2011.06.026zbMath1229.62104OpenAlexW1975035015MaRDI QIDQ643377

Ying-Chao Hung

Publication date: 28 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.026

zbMATH Keywords

prior distributionBayesian strategy

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05)

Cites Work

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• Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem