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Some Optimal Strategies for Bandit Problems with Beta Prior Distributions

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  • Chien-Tai Lin
  • C. Shiau

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  • Chien-Tai Lin & C. Shiau, 2000. "Some Optimal Strategies for Bandit Problems with Beta Prior Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 397-405, June.
  • Handle: RePEc:spr:aistmt:v:52:y:2000:i:2:p:397-405
    DOI: 10.1023/A:1004130209258
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    References listed on IDEAS

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    1. Banks, Jeffrey S & Sundaram, Rangarajan K, 1992. "Denumerable-Armed Bandits," Econometrica, Econometric Society, vol. 60(5), pages 1071-1096, September.
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    Cited by:

    1. Jichen Zhang & Panyu Wu, 2023. "On the Conjecture of Berry Regarding a Bernoulli Two-Armed Bandit," Mathematics, MDPI, vol. 11(3), pages 1-19, February.
    2. Kung-Yu Chen & Chien-Tai Lin, 2005. "A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions," Statistical Papers, Springer, vol. 46(1), pages 129-140, January.

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