Abstract
In the "two-armed-bandit with finite memory" problem, each rule which has been proposed (see [2], [3], and [4]) can be improved by using a corresponding randomized rule. The performance of various randomized rules is computed.
Citation
S. M. Samuels. "Randomized Rules for the Two-Armed-Bandit with Finite Memory." Ann. Math. Statist. 39 (6) 2103 - 2107, December, 1968. https://doi.org/10.1214/aoms/1177698038
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