STAY-WITH-A-WINNER RULE FOR DEPENDENT BERNOULLI BANDITS
成果类型：
Article
署名作者：
SAMARANAYAKE, K
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348906
发表日期：
1992
页码：
2111-2123
关键词：
摘要：
The k-armed bandit problem on the Bernoulli dependent arms is discussed. Order relations on the prior distributions of the Bernoulli parameters using moments of the posterior are used to prove a monotonicity property of the value function. When k = 2, a stay-with-a-winner rule is derived for negatively correlated arms and for a certain class of positively correlated arms. These results are extensions of those given in Berry and Fristedt for independent Bernoulli arms. They also generalize the results of Benzing, Hinderer and Kolonko and Kolonko and Benzing.
来源URL：