On the Worth of Perfect Information in Bandits with Random Discounting

DOI10.1080/07474940701801952MaRDI QIDQ5458027zbMATH OpenOpenAlexFDO

Authors Reginald Koo, Martin L. Jones

Publication date 10 April 2008

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940701801952

zbMATH Keywords

random discountingbandit processessequential allocation of experiments

Mathematics Subject Classification ID

Sequential statistical design (62L05) Statistical decision theory (62C99)

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Cites work

• scientific article; zbMATH DE number 4078557 (Why is no real title available?)
• Modifications in the discount sequence for bandit processes
• Worth of perfect information in bernoulli bandits

Cited in

(4)

• A Note on Performance Limitations in Bandit Problems With Side Information
• Worth of perfect information in bernoulli bandits
• scientific article; zbMATH DE number 3854141 (Why is no real title available?)
• Modifications in the discount sequence for bandit processes

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