Optimal design of experiments via linear programming
نویسندگان
چکیده
منابع مشابه
Sequential Design of Experiments via Linear Programming
The celebrated multi-armed bandit problem in decision theory models the central trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the multi-armed bandit problem where the exploration phase involves costly experiments and occurs before the exploitation phase; and where each play of an arm durin...
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The celebrated multi-armed bandit problem in decision theory models the central trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the multi-armed bandit problem where the exploration phase involves costly experiments and occurs before the exploitation phase; and where each play of an arm durin...
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s of the International Conference in Honor of the late Jagdish Srivastava Satellite Conference of the 58 th ISI World Statistics Congress, Dublin 2011 Vienna, Austria, September 25 th 30 th , 2011
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ژورنال
عنوان ژورنال: Statistical Papers
سال: 2016
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-016-0782-7