Invariant description of control in a Gaussian one-armed bandit problem

DOI10.14529/mmp240103MaRDI QIDQ6570243zbMATH OpenFDO

Authors Alex V. Kolnogorov

Publication date 10 July 2024

Published in Vestnik Yuzhno-Ural'skogo Gosudarstvennogo Universiteta. Seriya Matematicheskoe Modelirovanie i Programmirovanie (Search for Journal in Brave)

zbMATH Keywords

one-armed banditbatch processinginvariant descriptionBayesian and minimax approaches

Mathematics Subject Classification ID

Sequential statistical design (62L05) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory for games (91A35)

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Cites work

• scientific article; zbMATH DE number 5013247 (Why is no real title available?)
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• A Bayes Sequential Sampling Inspection Plan
• An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
• Automaton theory and modelling of biological systems. Translated by Scitran (Scientific Translation Service)
• Bandit algorithms
• Batched bandit problems
• Gaussian one-armed bandit with both unknown parameters
• On Sequential Designs for Maximizing the Sum of $n$ Observations
• One-armed bandit problem for parallel data processing systems

Cited in

(2)

• Gaussian one-armed bandit with both unknown parameters
• One-armed bandit problem and the mirror descent algorithm

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