Recursive Bayesian equations for piece-wise constant strategies and risk in a Poisson two-armed bandit problem using process history rather than posterior updates.
Let’s consider piece-wise constant strategies {σℓ(X1,t 1,X 2,t 2)}
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A new approach to Poissonian two-armed bandit problem
Recursive Bayesian equations for piece-wise constant strategies and risk in a Poisson two-armed bandit problem using process history rather than posterior updates.