Bandit bounds from stochastic variability extrema

DOI10.1016/S0167-7152(97)00024-2zbMATH Open0904.62092MaRDI QIDQ1373975FDOQ1373975

Authors: Stephen J. Herschkorn 

Publication date: 26 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

bandit problemsvalue of informationconvex orderingstochastic variability ordering

Mathematics Subject Classification ID

Sequential statistical design (62L05) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Title not available (Why is that?)
• The learning component of dynamic allocation indices
• Title not available (Why is that?)
• A Bernoulli Two-armed Bandit

Cited In (2)

• Robustness of stochastic bandit policies
• Worth of perfect information in bernoulli bandits

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