OpenAlex | Optimal strategy for Bayesian two-armed bandit problem with an arched reward function

Optimal strategy for Bayesian two-armed bandit problem with an arched reward function

Work

Year: 2022

Type: article

Abstract: In the classical two-armed bandit (TAB) problems, the goal of maximizing the total return specifies the optimal decision rule and fosters the development of abundant practicable methods, such as $ \ep... more

Source: Mathematical Control and Related Fields

Authors Zengjing Chen, Zhao-Ang Zhang

Institutions Shandong University, China Institute of Finance and Capital Markets

Cites: 23

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Related to: 10

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Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Sustainable Development Goal Peace, justice, and strong institutions

Open Access status: gold