On the Many-armed Bandit Problem
Rodman, Leiba
Ann. Probab., Tome 6 (1978) no. 6, p. 491-498 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Two models for the "many-armed bandit" problem with two distributions are considered. Feldman's result is extended to these models.
Publié le : 1978-06-14
Classification:  Many-armed bandit problem,  dynamic programming,  optimal policy,  60C10 
@article{1176995533,
     author = {Rodman, Leiba},
     title = {On the Many-armed Bandit Problem},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 491-498},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995533}
}

Rodman, Leiba. On the Many-armed Bandit Problem. Ann. Probab., Tome 6 (1978) no. 6, pp.  491-498. http://gdmltest.u-ga.fr/item/1176995533/