Asymptotic bayes analysis for the finite-horizon one-armed-bandit problem

Probability in the Engineering and Informational Sciences

Volumn 17, Issue 1, 2003, Pages 53-82

  Burnetas, Apostolos N ^a   Katehakis, Michael N ^b  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS;

BANDIT PROBLEMS; BAYES ANALYSIS; FINITE HORIZONS; MULTI-ARMED BANDIT PROBLEM; ONE-PARAMETER EXPONENTIAL FAMILIES; OPTIMAL POLICIES; OPTIMIZATION UNDER UNCERTAINTY; TRADE OFF;

PROBABILITY;

EID: 0037249547     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0269964803171045     Document Type: Article

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