A Note on Discounted Future Two-Armed Bandits
Kakigi, Richard
Ann. Statist., Tome 11 (1983) no. 1, p. 707-711 / Harvested from Project Euclid
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This paper is concerned with the problem of finding Bayes sequential designs for successively choosing between two given Bernoulli variables so as to maximize the total discounted expected sum. Simple hypotheses concerning the success probabilities are assumed and dynamic programming methods are used to characterize optimal designs. Explicit solutions are described for certain special cases.
Publié le : 1983-06-14
Classification:  Bayes sequential design,  discounted dynamic programming,  two-armed bandit,  62L05,  90C50,  62F15 
@article{1176346176,
     author = {Kakigi, Richard},
     title = {A Note on Discounted Future Two-Armed Bandits},
     journal = {Ann. Statist.},
     volume = {11},
     number = {1},
     year = {1983},
     pages = { 707-711},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346176}
}

Kakigi, Richard. A Note on Discounted Future Two-Armed Bandits. Ann. Statist., Tome 11 (1983) no. 1, pp.  707-711. http://gdmltest.u-ga.fr/item/1176346176/