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Asymptotic properties of bandit processes with geometric responses

✍ Scribed by Xikui Wang

Book ID
104302001
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
101 KB
Volume
60
Category
Article
ISSN
0167-7152

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✦ Synopsis

Asymptotic properties of optimal strategies for two-armed bandit processes with geometrically distributed survival times are derived. These results provide asymptotic boundary conditions and further extend structure properties of optimal strategies for bandit processes with delayed responses.

πŸ“œ SIMILAR VOLUMES

A bandit process with delayed responses
A bandit process with delayed responses
✍ Xikui Wang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 73 KB

Structural properties on the boundary and monotonicity of optimal strategies in a two-armed bandit process with delayed responses are explored. Moreover, a ΓΏnite horizon optimal stopping solution is derived which complements a known result in the inΓΏnite horizon case.