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June, 1983 A Note on Discounted Future Two-Armed Bandits
Richard Kakigi
Ann. Statist. 11(2): 707-711 (June, 1983). DOI: 10.1214/aos/1176346176

Abstract

This paper is concerned with the problem of finding Bayes sequential designs for successively choosing between two given Bernoulli variables so as to maximize the total discounted expected sum. Simple hypotheses concerning the success probabilities are assumed and dynamic programming methods are used to characterize optimal designs. Explicit solutions are described for certain special cases.

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Richard Kakigi. "A Note on Discounted Future Two-Armed Bandits." Ann. Statist. 11 (2) 707 - 711, June, 1983. https://doi.org/10.1214/aos/1176346176

Information

Published: June, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0522.62060
MathSciNet: MR696082
Digital Object Identifier: 10.1214/aos/1176346176

Subjects:
Primary: 62L05
Secondary: 62F15, 90C50

Rights: Copyright © 1983 Institute of Mathematical Statistics

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Vol.11 • No. 2 • June, 1983
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