BAYESIAN RULES FOR 2-ARMED BANDIT PROBLEM
成果类型:
Note
署名作者:
WAHRENBERGER, DL; ANTLE, CE; KLIMKO, LA
署名单位:
Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/64.1.172
发表日期:
1977
页码:
172174
关键词:
摘要:
Fox suggested and evaluated several non-Bayesian rules for the problem of the 2-armed bandit. Several Bayesian rules for this problem are compared with the best of Fox''s rules. If a reasonably appropriate prior is used, Bayesian rules are better than Fox''s rule. Bayesian rules are quite robust with regard to the choice of a prior. [This method has application to corresponding medical experiments.].