scientific article; zbMATH DE number 3862967

zbMATH Open0542.90104MaRDI QIDQ3330997FDOQ3330997

Authors: H. Benzing, Michael Kolonko 

Publication date: 1984

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
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• On a sequential two-action decision model¹with unbounded reward functions
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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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