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A bandit process with delayed responses

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  • Wang, Xikui

Abstract

Structural properties on the boundary and monotonicity of optimal strategies in a two-armed bandit process with delayed responses are explored. Moreover, a finite horizon optimal stopping solution is derived which complements a known result in the infinite horizon case.

Suggested Citation

  • Wang, Xikui, 2000. "A bandit process with delayed responses," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 303-307, July.
    • Handle: RePEc:eee:stapro:v:48:y:2000:i:3:p:303-307
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    Citations

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    Cited by:

    1. You Liang & Xikui Wang & Yanqing Yi, 2013. "One-armed bandit process with a covariate," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(5), pages 993-1006, October.
    2. Williamson, S. Faye & Jacko, Peter & Jaki, Thomas, 2022. "Generalisations of a Bayesian decision-theoretic randomisation procedure and the impact of delayed responses," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
    3. Wang, Xikui, 2002. "Asymptotic properties of bandit processes with geometric responses," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 211-217, November.

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