Adaptive treatment allocation and the multi-armed bandit problem
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Publication:1102059
DOI10.1214/aos/1176350495zbMath0643.62054MaRDI QIDQ1102059
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350495
adaptive control; boundary crossing; simulation study; dynamic allocation; asymptotic optimality; upper confidence bounds; multi-armed bandit problem; adaptive treatment allocation
60G40: Stopping times; optimal stopping problems; gambling theory
62L05: Sequential statistical design
62L12: Sequential estimation
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