首页   按字顺浏览 期刊浏览 卷期浏览 Dynamic allocation policies for the finite horizon one armed bandit problem
Dynamic allocation policies for the finite horizon one armed bandit problem

 

作者: Apostolos N. Burnetas,   Michael N. Katehakis,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 5  

页码: 811-824

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809563

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The unknown performance of a new experiment is to be evaluated and compared with that of an existing one over a finite horizon. The explicit structure of an optimal sequential allocation policy is obtained under pertinent reward/loss functions, when the experiments are characterized by random variables with distributions from the one parameter exponential family.

 

点击下载:  PDF (324KB)



返 回