On the Bernoulli three-armed bandit problem
DOI10.1080/02331938608843200zbMATH Open0629.90091OpenAlexW2063934064MaRDI QIDQ3767152FDOQ3767152
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
Recommendations
sequential designmonotonicityfinite horizonoptimal policiesBernoulli three-armed bandit problemdependent armsknown arm
Sequential statistical design (62L05) Dynamic programming (90C39) Optimal stopping in statistics (62L15) Markov and semi-Markov decision processes (90C40)
Cites Work
- A review of selected topics in multivariate probability inequalities
- On the Bernoulli two-armed bandit problem
- On a stopping rule for a class of sequential decision problems
- On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
- A note on structural properties of the Bernoulli two-armed bandit problem
Cited In (9)
- On the k-armed Bernoulli bandit: monotonicity of the total reward under an arbitrary prior distribution
- Title not available (Why is that?)
- 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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