A Note on the Bernoulli Two-Armed Bandit Problem
Work
Year: 1974
Type: article
Abstract: Suppose the arms of a two-armed bandit generate i.i.d. Bernoulli random variables with success probabilities $\rho$ and $\lambda$ respectively. It is desired to maximize the expected sum of $N$ trials... more
Source: The Annals of Statistics
Author Thomas A. Kelley
Cites:
Cited by: 28
Related to: 10
FWCI: 0.722
Citation percentile (by year/subfield): 88.45
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze