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arXiv · 0907.2002

On the Optimal Amount of Experimentation in Sequential Decision Problems

Dinah Rosenberg·Eilon Solan·Nicolas Vieille
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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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Dinah Rosenberg, Eilon Solan, Nicolas Vieille. 2009-07-12. On the Optimal Amount of Experimentation in Sequential Decision Problems. https://arxiv.org/abs/0907.2002

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