On the optimal amount of experimentation in sequential decision problems

Nicolas Vieille (), Dinah Rosenberg and Eilon Solan ()

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Abstract: We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound on the cut-off in a one-arm bandit problem.

Keywords: sequential; decision; problem (search for similar items in EconPapers)
Date: 2010-03
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Published in Statistics and Probability Letters, 2010, 80 (5-6), pp.381-385. ⟨10.1016/j.spl.2009.11.014⟩

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Journal Article: On the optimal amount of experimentation in sequential decision problems (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00528414

DOI: 10.1016/j.spl.2009.11.014

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