An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
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Publication:3269564
DOI10.1214/AOMS/1177705907zbMATH Open0093.15701OpenAlexW1971190366MaRDI QIDQ3269564FDOQ3269564
Authors: Walter Vogel
Publication date: 1960
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177705907
Cited In (24)
- One-armed bandit problem for parallel data processing systems
- Two-armed bandit problem for parallel data processing systems
- Invariant description of control in a Gaussian one-armed bandit problem
- Some problems of optimal sampling strategy
- Parallel design of robust control in the stochastic environment (the two-armed bandit problem)
- Batched bandit problems
- The multi-armed bandit problem with covariates
- Some statistical methods in machine intelligence research
- Dynamic pricing with finite price sets: a non-parametric approach
- Poissonian two-armed bandit: a new approach
- Optimization of two-alternative batch processing with parameter estimation based on data inside batches
- UCB strategies and optimization of batch processing in a one-armed bandit problem
- Minimax and bates strategies for the discounted infinite horizon one-armed-bandit.—explicit formulae and structural properties
- Title not available (Why is that?)
- Sequentielle Versuchspläne
- Customization of J. Bather's UCB strategy for a Gaussian multiarmed bandit
- Ein Irrfahrten-Problem und seine Anwendung auf die Theorie der sequentiellen Versuchs-Pläne
- Sequentielle Versuchs-Pläne
- Title not available (Why is that?)
- Two-armed bandit problem and batch version of the mirror descent algorithm
- Gaussian two-armed bandit and optimization of batch data processing
- Robust parallel control in a random environment and data processing optimization
- Gaussian two-armed bandit: limiting description
- Finding minimax strategy and minimax risk in a random environment (the two-armed bandit problem)
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