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Original Articles

Asymptotic near admissimlity and asymptotic near optimality by the “two armed bandit” problem

Pages 245-263 | Received 01 May 1980, Published online: 27 Jun 2007

References

  • Feldman , D. 1962 . Contributions to the two-armed bandit problem . Ann. Math. Statist , 33 : 847 – 858 .
  • Reimnitz , P. 1977 . “ A study of two armed bandits ” . In Doctoral Thesis , N.Y : University of Rochester .
  • Reimnitz , P. 1978 . A two armed bandit with infinitely many trials , Universität Bonn . Preprint-no. 226, Sonderforschungsbereich 72 an der
  • Reimnitz , P. 1979 . Rates of convergence of error probabilities by sequential sampling from two populations , Universität Bonn . Preprint-no. 299, Sonderforschungsbereich 72 an der
  • Robbins , H.E. 1952 . Some aspects of sequential design of experiments . Bull. Amer. Math. Soc , 55 : 527 – 535 .
  • Vogel , W. 1961 . Bemerkungen zu einem sequentiellen Versuchsplan . Z.A.M. M , 41 : 179 – 181 .

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