• DocumentCode
    1299955
  • Title

    A learning algorithm for the finite-time two-armed bandit problem

  • Author

    Sato, Mitsuhisa ; Abe, Kiyohiko ; Takeda, H.

  • Author_Institution
    Dept. of Electrical Engng., Tohoku Univ., Sendai, Japan
  • Issue
    3
  • fYear
    1984
  • Firstpage
    528
  • Lastpage
    534
  • Abstract
    A simple algorithm for the finite-time two-armed bandit problem is proposed. In this algorithm, the whole process is divided into the first estimating process and the next controlling process. Efficient methods involving the use of approximation for computing the optimal length of the estimating process are provided.
  • Keywords
    game theory; learning systems; approximation; controlling process; estimating process; finite-time; learning algorithm; optimal length; two-armed bandit problem; Algorithm design and analysis; Approximation methods; Estimation; Nickel; Niobium; Process control; Skeleton;
  • fLanguage
    English
  • Journal_Title
    Systems, Man and Cybernetics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9472
  • Type

    jour

  • DOI
    10.1109/TSMC.1984.6313253
  • Filename
    6313253
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1299955