Multi-armed bandits with discount factor near one: The Bernoulli case (Q1161450)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-armed bandits with discount factor near one: The Bernoulli case |
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Multi-armed bandits with discount factor near one: The Bernoulli case (English)
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1981
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Bernoulli bandit process
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limit rule
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play-the-winner rule
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least failures rule
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discount optimality
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expected average reward optimality
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multi-armed bandit
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optimal arm pulling strategy
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infinite sequence of Bernoulli random variables
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Gittins index
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asymptotic bounds
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