A Note on Dirichlet One-Armed Bandits

DOI10.1080/02331889708802541zbMATH Open0842.62068OpenAlexW2010484149MaRDI QIDQ4878166FDOQ4878166

Authors: Manas K. Chattopadhyay 

Publication date: 4 August 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802541

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zbMATH Keywords

numerical examplesBayesian approachDirichlet process priorsequential decisionstwo-armed banditsone-armed banditsgeometric discountingDirichlet banditsregular discount sequencestotal expected payoff

Mathematics Subject Classification ID

Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

Cites Work

• A Bayesian analysis of some nonparametric problems
• Bernoulli one-armed bandits - Arbitrary discount sequences
• Bayesian nonparametric bandits

Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the generic nonconvergence of Bayesian actions and beliefs
• One-armed bandit process with a covariate
• Bayesian nonparametric bandits
• Some monotonicity properties of parametric and nonparametric Bayesian bandits
• Modifications in the discount sequence for bandit processes

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