Optimal strategy for Bayesian two-armed bandit problem with an arched reward function

DOI10.3934/MCRF.2022057OpenAlexW4313031531MaRDI QIDQ6127344

Zeng-Jing Chen, Zhao-Ang Zhang

Publication date: 12 April 2024

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2022057

zbMATH Keywords

optimal strategydynamic programminglaw of large numberssequential designmyopic strategyBayesian two-armed bandit

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Bayesian problems; characterization of Bayes procedures (62C10) Dynamic programming (90C39) Sequential statistical design (62L05)

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