On the Bernoulli three-armed bandit problem

DOI10.1080/02331938608843200MaRDI QIDQ3767152zbMATH OpenOpenAlexFDO

Authors H. Benzing, Radu Theodorescu, Dieter Kalin

Publication date 1986

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938608843200

zbMATH Keywords

sequential designmonotonicityfinite horizonoptimal policiesBernoulli three-armed bandit problemdependent armsknown arm

Mathematics Subject Classification ID

Sequential statistical design (62L05) Dynamic programming (90C39) Optimal stopping in statistics (62L15) Markov and semi-Markov decision processes (90C40)

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Cites work

• A note on structural properties of the Bernoulli two-armed bandit problem
• A review of selected topics in multivariate probability inequalities
• On a stopping rule for a class of sequential decision problems
• On the Bernoulli two-armed bandit problem
• On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution

Cited in

(9)

• On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
• scientific article; zbMATH DE number 5071297 (Why is no real title available?)
• On ergodic two-armed bandits
• Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion
• Good news and bad news in two-armed bandits
• A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions
• A conjecture on the Feldman bandit problem
• On optimal prior learning time in the two-armed bandit problem
• Worth of perfect information in bernoulli bandits

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