Asymptotic properties of bandit processes with geometric responses

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.

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Year of publication:	2002
Authors:	Wang, Xikui
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 2, p. 211-217
Publisher:	Elsevier
Keywords:	Bandit processes Clinical trial Dynamic programming Geometric survival time Optimal strategy

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138092