Asymptotic properties of bandit processes with geometric responses

Xikui Wang

Statistics & Probability Letters, 2002, vol. 60, issue 2, 211-217

Abstract: Asymptotic properties of optimal strategies for two-armed bandit processes with geometrically distributed survival times are derived. These results provide asymptotic boundary conditions and further extend structure properties of optimal strategies for bandit processes with delayed responses.

Keywords: Bandit; processes; Clinical; trial; Dynamic; programming; Geometric; survival; time; Optimal; strategy (search for similar items in EconPapers)
Date: 2002
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