On the Many-armed Bandit Problem

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June, 1978 On the Many-armed Bandit Problem

Leiba Rodman

Ann. Probab. 6(3): 491-498 (June, 1978). DOI: 10.1214/aop/1176995533

Abstract

Two models for the "many-armed bandit" problem with two distributions are considered. Feldman's result is extended to these models.

Leiba Rodman. "On the Many-armed Bandit Problem." Ann. Probab. 6 (3) 491 - 498, June, 1978. https://doi.org/10.1214/aop/1176995533

Published: June, 1978

First available in Project Euclid: 19 April 2007

MathSciNet: MR494728

Digital Object Identifier: 10.1214/aop/1176995533

Subjects:

Primary: 60C10

Keywords: dynamic programming , Many-armed bandit problem , optimal policy

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Vol.6 • No. 3 • June, 1978

Institute of Mathematical Statistics