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題名: | A note on optimal strategies of a generalized two-stage bandit problem | 作者: | 余清祥 Yue, Jack C. |
關鍵詞: | Optimal strategy ; Two-armed Bernoulli bandit ; Two-stage decision | 日期: | Dec-2004 | 上傳時間: | 19-Dec-2008 | 摘要: | In Yue [Yue, J. C. (1999). Generalized two-stage bandit problem. Commun. Statist. Theo. Meth. 28(9):2261-2276], a two-stage approach was used to explore the Bernoulli two-armed bandit problem, where he assumed that one arm has a smaller prior variance than the other arm. In this paper, adapting Yue`s assumption, we study the structure of the optimal strategy, which maximizes the expected number of successes. We confirm the conjecture of Pearson [Pearson, L. M. (1980). Treatment Allocation for Clinical Trials in Stages. Ph.D. thesis, University of Minnesota] that it is never optimal to allocate an equal number of observations to two identical arms in the first stage. | 關聯: | Communications in statistics: Theory and methods , 33(7), 1577-1585 | 資料類型: | article | DOI: | http://dx.doi.org/10.1081/STA-120037261 |
Appears in Collections: | 期刊論文 |
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