Some Optimal Strategies for Bandit Problems with Beta Prior Distributions
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DOI: 10.1023/A:1004130209258
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References listed on IDEAS
- Banks, Jeffrey S & Sundaram, Rangarajan K, 1992.
"Denumerable-Armed Bandits,"
Econometrica, Econometric Society, vol. 60(5), pages 1071-1096, September.
- Banks, J.s. & Sunderam, R.K., 1991. "Denumerable-Armed Bandits," RCER Working Papers 277, University of Rochester - Center for Economic Research (RCER).
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- Jichen Zhang & Panyu Wu, 2023. "On the Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit," Mathematics, MDPI, vol. 11(3), pages 1-19, February.
- Kung-Yu Chen & Chien-Tai Lin, 2005. "A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions," Statistical Papers, Springer, vol. 46(1), pages 129-140, January.
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More about this item
Keywords
Bandit problems; sequential experimentation; dynamic allocation of Bernoulli processes; staying-with-a-winner; switching-on-a-loser; k-failure strategy; m-run strategy; non-recalling m-run strategy; N-learning strategy;All these keywords.
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