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Автор Hamada, Toshio
Дата выпуска 1992
dc.description The problem considered in this paper is to decide when to stop a sequence of the independent random variables from the uniform distribution on the interval (-1,u). Suppose that the true value of u is unknown and there is the prior knowledge that u has the Pareto distribution with parameters w and a as a prior distribution. The .objective is to maximize the total expected discounted sum of the observations. This problem is formulated by dynamic programming and the optimal strategy is denoted by the critical value function whose value for any parameter vector-value is easily calculated.
Формат application.pdf
Издатель Marcel Dekker, Inc.
Копирайт Copyright Taylor and Francis Group, LLC
Тема bandit problem
Тема discount factor
Тема Bayesian updatingt
Тема optimal strategy
Тема myopic strategy
Название A doscounted uniform one-armed bandit problem
Тип research-article
DOI 10.1080/07474949208836241
Electronic ISSN 1532-4176
Print ISSN 0747-4946
Журнал Sequential Analysis
Том 11
Первая страница 1
Последняя страница 15
Аффилиация Hamada, Toshio; Department of Management and Information Sciences, Himeji College of Hyogo
Выпуск 1
Библиографическая ссылка Beckmann, M. J. 1973. Der diskontierte Bandit. OR-Verfahren, : 9–18. XVIII
Библиографическая ссылка Fischer, J. 1979. Der diskontierte Einarmige Bandit. Metrika, 26: 195–204.
Библиографическая ссылка Fristedt, B. and Berry, D. A. 1988. Optimality of myopic stopping times for geometric discounting. J. Appl. Prob., 25: 473–443.
Библиографическая ссылка Glazebrook, K. D. and Jones, D. M. 1983. Some best possible results for a discounted one arm bandit. Metrika, 30: 109–115.
Библиографическая ссылка Hamada, T. 1985. Further results on a uniform two-armed bandit problem with one arm known. J. Japan Statist. Soc., 15: 193–208.

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