One-armed bandit process with a covariate

DOI10.1007/s10463-013-0401-5zbMath1329.62358OpenAlexW2066996533MaRDI QIDQ380008

Xikui Wang, Yanqing Yi, You Liang

Publication date: 11 November 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0401-5

zbMATH Keywords

optimal strategyMarkov decision processBayesian regressionbandit process

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10)

Cites Work

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