Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion

DOI10.1017/S0269964800004149zbMATH Open1094.91502MaRDI QIDQ5485352FDOQ5485352

Authors: Stephen J. Herschkorn, Erol A. Peköz, Sheldon M. Ross 

Publication date: 30 August 2006

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Recommendations

• Some memoryless bandit policies
• Optimal Bayesian strategies for the infinite-armed Bernoulli bandit
• Bandit problems with infinitely many arms
• Denumerable-Armed Bandits
• On the Bernoulli three-armed bandit problem

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Special processes (60K99) Stochastic games, stochastic differential games (91A15)

Cites Work

• Nonparametric bandit methods
• Some problems of optimal sampling strategy

Cited In (7)

• Finding optimal memoryless policies of POMDPs under the expected average reward criterion
• Bandit and covariate processes, with finite or non-denumerable set of arms
• Topp-Leone distribution with an application to binomial sampling
• A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions
• Optimal Bayesian strategies for the infinite-armed Bernoulli bandit
• Some memoryless bandit policies
• A note on strategies for bandit problems with infinitely many arms

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