Title :
On finite memory solutions to the two-armed bandit problem (Corresp.)
Author :
Lakshmanan, K.B. ; Chandrasekaran, B.
fDate :
3/1/1978 12:00:00 AM
Abstract :
The least upper bound on the asymptotic proportion of the choice of the correct coin, achievable by {em expedient} finite-memory algorithms in certain two-armed bandit problems, is derived and schemes which achieve these bounds in a limiting sense are displayed. A deterministic automaton whose performance is close to optimal is also presented.
Keywords :
Automata; Decision procedures; Finite-memory methods; Stochastic automata; Autocorrelation; Automata; Context modeling; Information theory; Integral equations; Random variables; Reactive power; Stochastic processes; Time frequency analysis; Uncertainty;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1978.1055854
