Titlebook: Bandit problems; Sequential Allocatio Donald A. Berry,Bert Fristedt Book 1985 D. A. Berry and B. Fristedt 1985 Calculation.Counting.Mathema

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書目名稱Bandit problems影響因子(影響力)




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Two independent Bernoulli arms; uniform discounting,nce . has horizon n and is uniform: . . = ... = . . = 1 and . . = . . = ... = 0. Such uniform discounting has been considered extensively through examples in the first five chapters of this book, and in the literature generally. The objective implicit in uniform discounting is to maximize the expect

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Minimax Approach,cide how to handle this uncertainty. In the first eight chapters of this monograph the approach used is to average the payoff over the unknown characteristics with respect to a specified prior distribution — a Bayesian approach, in statistical parlance.

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Book 1985s in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proof

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