Optimal Bayesian strategies for the infinite-armed Bernoulli bandit

DOI10.1016/J.JSPI.2011.06.026zbMATH Open1229.62104OpenAlexW1975035015MaRDI QIDQ643377FDOQ643377

Authors: Ying-Chao Hung 

Publication date: 28 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.026

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zbMATH Keywords

prior distributionBayesian strategy

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05)

Cites Work

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• Some aspects of the sequential design of experiments
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• A One-Armed Bandit Problem with a Concomitant Variable
• One-armed bandit problems with covariates
• Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion
• Denumerable-Armed Bandits
• Bandit problems with infinitely many arms
• Some optimal strategies for bandit problems with beta prior distributions
• Some problems of optimal sampling strategy
• Covariate models for bernoulli bandits
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• Optimal allocations in sequential tests involving two populations with covariates

Cited In (9)

• On the value of learning for Bernoulli bandits with unknown parameters
• Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion
• Title not available (Why is that?)
• A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions
• ASYMPTOTIC BAYES ANALYSIS FOR THE FINITE-HORIZON ONE-ARMED-BANDIT PROBLEM
• Solving two-armed Bernoulli bandit problems using a Bayesian learning automaton
• Some optimal strategies for bandit problems with beta prior distributions
• Bayesian nonparametric bandits
• A note on strategies for bandit problems with infinitely many arms

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