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Catalogue Information
Field name	Details
Dewey Class	530
Title	Bandit problems ([EBook] :) : Sequential Allocation of Experiments / / by Donald A. Berry, Bert Fristedt.
Author	Berry, Donald A.
Added Personal Name	Fristedt, Bert author.
Other name(s)	SpringerLink (Online service)
Publication	Dordrecht : : Springer Netherlands : : Imprint: Springer, , 1985.
Physical Details	VIII, 275 p. : online resource.
Series	Monographs on statistics and applied probability
ISBN	9789401537117
Summary Note	Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.:
Contents note	1 Introduction -- 2 Notation and preliminaries -- 3 The discount sequence -- 4 Independent Bernoulli arms -- 5 Two arms, one arm known -- 6 Many independent arms; geometric discounting -- 7 Two independent Bernoulli arms; uniform discounting -- 8 Continuous-time bandits -- 9 Minimax approach -- Annotated bibliography -- Name Index -- Symbol Index.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-94-015-3711-7
Links to Related Works	Subject References: Physics . Physics, general . Authors: Berry, Donald A. . Fristedt, Bert . Corporate Authors: SpringerLink (Online service) . Series: Monographs on statistics and applied probability . Classification: 530 .

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Bandit problems: Sequential Allocation of Experiments /

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