scientific article; zbMATH DE number 3862967

MaRDI QIDQ3330997zbMATH OpenFDO

Authors H. Benzing, Michael Kolonko

Publication date 1984

zbMATH Keywords

sequential designmonotonicitytwo-armed banditBernoulli experimentsunknown success probabilitiesexistence of an optimal decision rulestay-on-a-winner property

Mathematics Subject Classification ID

Dynamic programming (90C39) General considerations in statistical decision theory (62C05) Markov and semi-Markov decision processes (90C40)

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(7)

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• On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit

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