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Asymptotic properties of bandit processes with geometric responses

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  • Wang, Xikui

Abstract

Asymptotic properties of optimal strategies for two-armed bandit processes with geometrically distributed survival times are derived. These results provide asymptotic boundary conditions and further extend structure properties of optimal strategies for bandit processes with delayed responses.

Suggested Citation

  • Wang, Xikui, 2002. "Asymptotic properties of bandit processes with geometric responses," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 211-217, November.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:2:p:211-217
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    References listed on IDEAS

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    1. Wang, Xikui, 2000. "A bandit process with delayed responses," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 303-307, July.
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    Cited by:

    1. 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).

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    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).

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