A note on structural properties of the Bernoulli two-armed bandit problem

DOI10.1080/02331938208842808MaRDI QIDQ4742584zbMATH OpenOpenAlexFDO

Authors Radu Theodorescu, Dieter Kalin

Publication date 1982

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938208842808

zbMATH Keywords

monotonicity propertyfinite horizonBernoulli two-armed bandit problemoptimal expected cumulative discounted reward

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited in

(3)

• A Two-Armed Bandit Problem with possibility of no Information
• On the Bernoulli three-armed bandit problem
• On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit

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