Bernoulli one-armed bandits - Arbitrary discount sequences

DOI10.1214/AOS/1176344792zbMATH Open0415.62056OpenAlexW2081231153MaRDI QIDQ600201FDOQ600201

Donald A. Berry, Bert E. Fristedt

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344792

zbMATH Keywords

optimal stoppingoptimal strategysequential decisionBernoulli banditone-armed banditregular discountingtwo-armed bandit

Mathematics Subject Classification ID

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

Cited In (10)

• Covariate models for bernoulli bandits
• Two-Armed Bandit Strategies that Discount Past and Future
• The prediction distribution for the heteroscedastic multivariate lineary models
• Bayesian bandits in clinical trials
• Multistage decission problems
• A Note on Optimal Strategies of a Generalized Two-Stage Bandit Problem
• Maximizing the length of a success run for many-armed bandits
• A Note on Dirichlet One-Armed Bandits
• Generalized two-stage bandit problem
• Bernoulli two-armed bandits with geometric termination

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