Bandit problems

Sequential Allocation of Experiments

  • Donald A. Berry
  • Bert Fristedt

Part of the Monographs on Statistics and Applied Probability book series (MSAP)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Donald A. Berry, Bert Fristedt
    Pages 1-8
  3. Donald A. Berry, Bert Fristedt
    Pages 9-49
  4. Donald A. Berry, Bert Fristedt
    Pages 50-64
  5. Donald A. Berry, Bert Fristedt
    Pages 65-82
  6. Donald A. Berry, Bert Fristedt
    Pages 83-135
  7. Donald A. Berry, Bert Fristedt
    Pages 136-149
  8. Donald A. Berry, Bert Fristedt
    Pages 150-165
  9. Donald A. Berry, Bert Fristedt
    Pages 166-190
  10. Donald A. Berry, Bert Fristedt
    Pages 191-206
  11. Back Matter
    Pages 207-275

About this book

Introduction

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.

Keywords

Calculation Counting Mathematica graphs management mathematics minimum operations research probability proof statistics types

Authors and affiliations

  • Donald A. Berry
    • 1
  • Bert Fristedt
    • 1
  1. 1.Department of Theoretical Statistics, School of MathematicsUniversity of MinnesotaMinneapolisUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-015-3711-7
  • Copyright Information Springer Science+Business Media B.V. 1985
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-015-3713-1
  • Online ISBN 978-94-015-3711-7
  • About this book