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Optimal Bayesian strategies for the infinite-armed Bernoulli bandit

Article ID Journal Published Year Pages File Type
1147577 Journal of Statistical Planning and Inference 2012 9 Pages PDF
Abstract
► The bandit problem with infinitely many Bernoulli arms is considered. ► The optimal Bayesian strategies are developed when priors are known/unknown. ► The proposed strategy is evaluated by a simulation study and shown effective.
Keywords
Prior distributionBandit problem
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
Optimal Bayesian strategies for the infinite-armed Bernoulli bandit
Authors
Ying-Chao Hung,
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Journal
Journal of Statistical Planning and Inference
Journal: Journal of Statistical Planning and Inference
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