A One-Armed Bandit Problem with a Concomitant Variable

DOI10.2307/2286402MaRDI QIDQ3885012zbMATH OpenOpenAlexFDO

Authors Michael Woodroofe

Publication date 1979

Full work available at URL https://doi.org/10.2307/2286402

zbMATH Keywords

asymptotically optimal policiesconcomitant variablemyopic policyone-armed bandit problemsequential allocation

Mathematics Subject Classification ID

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

Cited in

(27)

• Isotonic smoothing splines under sequential designs
• Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates
• Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards
• Bandit and covariate processes, with finite or non-denumerable set of arms
• On the optimal amount of experimentation in sequential decision problems
• Arbitrary side observations in bandit problems
• Covariate-adjusted response-adaptive randomization for multi-arm clinical trials using a modified forward looking Gittins index rule
• scientific article; zbMATH DE number 7038557 (Why is no real title available?)
• Bayesian Incentive-Compatible Bandit Exploration
• Covariate models for bernoulli bandits
• The multi-armed bandit problem with covariates
• One-armed bandit process with a covariate
• Statistical inference for online decision making via stochastic gradient descent
• Bayesian adaptive bandit-based designs using the Gittins index for multi-armed trials with normally distributed endpoints
• Smoothness-Adaptive Contextual Bandits
• MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS
• A linear response bandit problem
• Statistical inference for online decision making: in a contextual bandit setting
• Randomized allocation with arm elimination in a bandit problem with covariates
• Transfer learning for contextual multi-armed bandits
• Optimal Bayesian strategies for the infinite-armed Bernoulli bandit
• Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates
• Functional sequential treatment allocation with covariates
• Optimal Multitask Linear Regression and Contextual Bandits under Sparse Heterogeneity
• Adaptive smooth nonstationary bandits
• A non-parametric solution to the multi-armed bandit problem with covariates
• Woodroofe's one-armed bandit problem revisited

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