Some Optimal Strategies for Bandit Problems with Beta Prior Distributions

Chien-Tai Lin and C. Shiau

Annals of the Institute of Statistical Mathematics, 2000, vol. 52, issue 2, 397-405

Keywords: Bandit problems; sequential experimentation; dynamic allocation of Bernoulli processes; staying-with-a-winner; switching-on-a-loser; k-failure strategy; m-run strategy; non-recalling m-run strategy; N-learning strategy (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004130209258

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