Woodroofe's one-armed bandit problem revisited
From MaRDI portal
Publication:835072
DOI10.1214/08-AAP589zbMath1168.62071arXiv0909.0119OpenAlexW3106279838MaRDI QIDQ835072
Alexander Goldenshluger, Assaf J. Zeevi
Publication date: 27 August 2009
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.0119
minimaxestimationonline learningregretbandit problemssequential allocationinferior sampling raterate-optimal policy
Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05)
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