ONE-ARMED BANDIT PROBLEMS WITH COVARIATES

• 成果类型: Article
• 署名作者: SARKAR, J
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348382
• 发表日期: 1991
• 页码: 1978-2002
• 关键词: allocation

摘要

As does Woodroofe, we consider a Bayesian sequential allocation between two treatments that incorporates a covariate. The goal is to maximize the total discounted expected reward from an infinite population of patients. Although our model is more general than Woodroofe's, we are able to duplicate his main result: The myopic rule is asymptotically optimal.