Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties (Q3716139): Difference between revisions

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Latest revision as of 12:29, 17 June 2024

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Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties
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    Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties (English)
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    1986
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    discounted infinite horizon one-armed-bandit
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    least favourable prior distribution
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    minimax strategy
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    straight line boundary
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    normal case
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    asymptotic strategy
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    asymptotic minimax value
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