On the Optimal Amount of Experimentation in Sequential Decision Problems
classification
🧮 math.PR
math.STstat.TH
keywords
amountbounddecisionexperimentationoptimalproblemssequentialapplicability
read the original abstract
We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound on the cut-off in a one-arm bandit problem.
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