Some Remarks on the Two-Armed Bandit

DOI10.1214/AOMS/1177696692zbMath0222.62007OpenAlexW4253558083MaRDI QIDQ5627499

J. Fabius, Willem R. Van Zwet

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696692

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (12)

Optimal learning and experimentation in bandit problems. ⋮ Batched bandit problems ⋮ Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties ⋮ Generalized two-stage bandit problem ⋮ The multi-armed bandit problem: an efficient nonparametric solution ⋮ Gaussian two-armed bandit and optimization of batch data processing ⋮ Bernoulli two-armed bandits with geometric termination ⋮ Poissonian two-armed bandit: a new approach ⋮ Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem) ⋮ On the optimal amount of experimentation in sequential decision problems ⋮ The prediction distribution for the heteroscedastic multivariate lineary models ⋮ Two-armed bandit problem and batch version of the mirror descent algorithm

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