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- handle: 10670/1.zbz5gg
- hal: hal-00528414
- ARXIV: 0907.2002
- doi: 10.1016/j.spl.2009.11.014
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info:eu-repo/semantics/altIdentifier/arxiv/0907.2002
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spl.2009.11.014
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sequential decision problemSujets proches
Decision problemsCiter ce document
Nicolas Vieille et al., « On the optimal amount of experimentation in sequential decision problems », HAL-SHS : économie et finance, ID : 10.1016/j.spl.2009.11.014
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Résumé
We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound on the cut-off in a one-arm bandit problem.