Optimization of two-alternative batch processing with parameter estimation based on data inside batches

DOI10.14529/JCEM230403MaRDI QIDQ6599849zbMATH OpenFDO

Authors Alex V. Kolnogorov

Publication date 6 September 2024

Published in Journal of Computational and Engineering Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14529/JCEM230403

zbMATH Keywords

batch processingBayesian and minimax approachesGaussian one-armed banditinvariant description

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical design (62L05) Decision theory for games (91A35)

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Cites work

• A Bayes Sequential Sampling Inspection Plan
• An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
• Automaton theory and modelling of biological systems. Translated by Scitran (Scientific Translation Service)
• Bandit algorithms
• Batched bandit problems
• Gaussian one-armed bandit with both unknown parameters
• scientific article; zbMATH DE number 3831758 (Why is no real title available?)
• scientific article; zbMATH DE number 5013247 (Why is no real title available?)
• scientific article; zbMATH DE number 4078557 (Why is no real title available?)
• scientific article; zbMATH DE number 47588 (Why is no real title available?)
• On Sequential Designs for Maximizing the Sum of n Observations
• One-armed bandit problem for parallel data processing systems

Cited in

(1)

• A limiting description of control in a Gaussian one-armed bandit problem

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