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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scientific article
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English | Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties |
scientific article |
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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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