A two armed bandit type problem revisited

DOI10.1051/PS:2005017MaRDI QIDQ3373746zbMATH OpenOpenAlexFDO

Authors Gilles Pagès

Publication date 9 March 2006

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0502182, http://www.numdam.org/item?id=PS_2005__9__277_0, https://eudml.org/doc/246039

zbMATH Keywords

learning theorystochastic fictitious playKronecker lemmaTwo-armed bandit problem

Mathematics Subject Classification ID

Cooperative games (91A12) Limit theorems in probability theory (60F99) Multistage and repeated games (91A20)

Abstract: In a recent paper, M. Bena"{i}m and G. Ben Arous solve a multi-armed bandit problem arising in the theory of learning in games. We propose an short elementary proof of this result based on a variant of the Kronecker Lemma.

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Cites work

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Cited in

(12)

• The \(K\)-armed dueling bandits problem
• On optimal prior learning time in the two-armed bandit problem
• A two armed bandit type problem
• On ergodic two-armed bandits
• scientific article; zbMATH DE number 4001250 (Why is no real title available?)
• The two-armed bandit with delayed responses
• scientific article; zbMATH DE number 7380836 (Why is no real title available?)
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• Some results on two-armed bandits when both projects vary
• Further contributions to the two-armed bandit problem
• Generalized two-stage bandit problem
• A Note on Bandits with a Twist

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