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Erschienen in:
1988 | OriginalPaper | Buchkapitel
Asymptotic Solutions of Bandit Problems
verfasst von : T. L. Lai
Erschienen in: Stochastic Differential Systems, Stochastic Control Theory and Applications
Verlag: Springer New York
Enthalten in: Professional Book Archive
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Some recent results on asymptotically optimal solutions of bandit problems are reviewed and discussed herein. The problems considered include (a) the classical “closed bandit problem” of adaptive allocation involving k statistical populations, and (b) the “open bandit problem” of priority scheduling in a queueing network. Making use of the interconnections between the discounted and finite-horizon formulations of these problems, we also suggest certain heuristic arguments that lead to simple asymptotic solutions.