Woodroofe's one-armed bandit problem revisited

Goldenshluger, Alexander, Zeevi, Assaf . The Annals of Applied Probability 2009. 19 (4) :1603-1633

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Bibtex

@article{CIS-256953,
  Author = {Goldenshluger, Alexander and Zeevi, Assaf},
  Title = {Woodroofe's one-armed bandit problem revisited},
  Journal = {The Annals of Applied Probability},
  Volume = {19},
  Number = {4},
  Year = {2009},
  Pages = {1603--1633},
  Keywords = {Estimation, Minimax, Sequential allocation, Regret, online learning, inferior sampling rate, rate-optimal policy}
}

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