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The N-armed bandit with unimodal structure. (English) Zbl 0519.62066


MSC:

62L05 Sequential statistical design
62L20 Stochastic approximation
65C05 Monte Carlo methods
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References:

[1] Bather, J.: Randomised allocation of treatments in sequential trials. Adv. Appl. Prob.12, 1980, 174–182. · Zbl 0437.90065 · doi:10.2307/1426500
[2] Fabian, V.: Stochastic approximation of minima with improved asymptotic speed. Ann. Math. Statist.38, 1967, 191–200. · Zbl 0147.18003 · doi:10.1214/aoms/1177699070
[3] Robbins, H.: Some aspects of the sequential design of experiments. Bull. Amer. Math. Soc.58, 1952, 527–535. · Zbl 0049.37009 · doi:10.1090/S0002-9904-1952-09620-8
[4] Wasan, M.T.: Stochastic Approximation. Cambridge 1969. · Zbl 0293.62026
[5] Wilde, D.J., andC.S. Beightler: Foundations of Optimization. Englewood Cliffs, NJ, 1967. · Zbl 0189.19702
[6] Witten, I.H.: The apparent conflict between estimation and control–A survey of the two-armed bandit problem. J. Franklin Instit.301, 1976, 161–189. · Zbl 0326.93024 · doi:10.1016/0016-0032(76)90138-1
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