AN ASYMPTOTIC MINIMAX THEOREM FOR THE 2 ARMED BANDIT PROBLEM

被引：32

作者：

VOGEL, W

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1960年 / 31卷 / 02期

关键词：

D O I：

10.1214/aoms/1177705907

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：444 / 451

页数：8

共 7 条

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Bellman R, 1956, SANKHYA, V16, P221

[2] ON SEQUENTIAL DESIGNS FOR MAXIMIZING THE SUM OF N OBSERVATIONS [J].

BRADT, RN ;

JOHNSON, SM ;

KARLIN, S .

ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (04) :1060-1074

[3]

Gnedenko B.V., 1954, LIMIT DISTRIBUTIONS

[4] ON A PROBLEM OF ROBBINS [J].

ISBELL, JR .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02) :606-610

[5] A SEQUENTIAL DECISION PROBLEM WITH A FINITE MEMORY [J].

ROBBINS, H .

[6]

ROBBINS H, 1952, B AM MATH SOC, V55, P527

[7]

VOGEL W, 1960, SEQUENTIAL DESIGN 2, V31, P430