scholarly journals On Optimality of Myopic Policy for Restless Multi-Armed Bandit Problem: An Axiomatic Approach

2012 ◽  
Vol 60 (1) ◽  
pp. 300-309 ◽  
Author(s):  
Kehao Wang ◽  
Lin Chen
Keyword(s):  
Axiomatic Approach ◽  
Bandit Problem ◽  
Myopic Policy

scholarly journals Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms

1999 ◽  
Vol 12 (2) ◽  
pp. 151-160 ◽  
Author(s):  
Doncho S. Donchev
Keyword(s):  
Exact Solution ◽  
Bellman Equation ◽  
Bandit Problem ◽  
Myopic Policy

We consider the symmetric Poissonian two-armed bandit problem. For the case of switching arms, only one of which creates reward, we solve explicitly the Bellman equation for a β-discounted reward and prove that a myopic policy is optimal.

Some results for the two armed bandit problem

Optimization ◽  
1976 ◽  
Vol 7 (3) ◽  
pp. 471-475 ◽  
Author(s):  
P.W. Jones
Keyword(s):  
Bandit Problem

Exploration by Pigeons on an N-Armed Bandit Problem

2007 ◽  
Author(s):  
Dennis Garlick ◽  
Aaron P. Blaisdell
Keyword(s):  
Bandit Problem
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