Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152816 | Statistics & Probability Letters | 2010 | 5 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dinah Rosenberg, Eilon Solan, Nicolas Vieille,