Bandit Problems: Sequential Allocation of Experiments

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Chapman & Hall, 1985 - Science - 275 pages
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Notation and preliminaries; The discount sequence; Independent Bernoulli arms; Two arms, one arm known; Many independent arms; geometric discounting; Two independent Bernoulli arms; uniform discounting; Continuous-time bandits; Minimax approach.

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Contents

Notation and preliminaries
9
The discount sequence
50
Independent Bernoulli arms
65
Copyright

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References to this book

Fatal Tradeoffs
W. Kip Viscusi
Limited preview - 1992
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About the author (1985)

Ph.D., Yale University

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