On large deviations properties of sequential allocation problems

DOI10.1080/07362999608809423MaRDI QIDQ4882948zbMATH OpenOpenAlexFDO

Authors Michael N. Katehakis, A. N. Burnetas

Publication date 21 October 1996

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999608809423

zbMATH Keywords

adaptive allocation rulemeasure of performancerate functions

Mathematics Subject Classification ID

Combinatorial probability (60C05) Large deviations (60F10)

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Cites work

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• scientific article; zbMATH DE number 3903723 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Large deviations for a general class of random vectors

Cited in

(6)

• Large deviation asymptotics for statistical treatment rules
• Convergence Rates for the Optimal Values of Allocation Processes
• scientific article; zbMATH DE number 1222170 (Why is no real title available?)
• Normal bandits of unknown means and variances
• Extrema of the Generalized Allocation Scheme Based on an m-Dependent Sequence
• Asymptotically optimal multi-armed bandit policies under a cost constraint

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