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Finite-Time Performance of Some Two-Armed Bandit Controllers | IEEE Journals & Magazine | IEEE Xplore

Finite-Time Performance of Some Two-Armed Bandit Controllers


Abstract:

A class of asymptotically ε-optimal two-armed bandit controllers is given, and two criteria for comparing thelong-term finite-time performance of controllers in this clas...Show More

Abstract:

A class of asymptotically ε-optimal two-armed bandit controllers is given, and two criteria for comparing thelong-term finite-time performance of controllers in this class are proposed. The performances of three particular controllers are compared using the criteria, and the analysis is confirmed by computer iteration if the appropriate probability recurrence relations.
Published in: IEEE Transactions on Systems, Man, and Cybernetics ( Volume: SMC-3, Issue: 2, March 1973)
Page(s): 194 - 197
Date of Publication: 08 February 2010

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