A doscounted uniform one-armed bandit problem

DOI10.1080/07474949208836241MaRDI QIDQ4008951zbMATH OpenOpenAlexFDO

Authors Toshio Hamada

Publication date 27 September 1992

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949208836241

zbMATH Keywords

bandit problemBayesian updatingcritical value functiondiscount factormyopic strategyoptimal strategyPareto distributiontotal expected discounted sum of the observationsuniform distribution

Mathematics Subject Classification ID

Sequential statistical design (62L05) Optimal stopping in statistics (62L15) Dynamic programming (90C39) Applications of mathematical programming (90C90)

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Cites work

• Der diskontierte einarmige Bandit
• Optimality of myopic stopping times for geometric discounting
• Some best possible results for a discounted one armed bandit

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(6)

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