A Confirmation of a Conjecture on the Feldman's Two-armed Bandit Problem

Zengjing Chen; Yiwei Lin; Jichen Zhang

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arXiv · 2206.00821

A Confirmation of a Conjecture on the Feldman's Two-armed Bandit Problem

Zengjing Chen·Yiwei Lin·Jichen Zhang

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Abstract

Myopic strategy is one of the most important strategies when studying bandit problems. In this paper, we consider the two-armed bandit problem proposed by Feldman. With general distributions and utility functions, we obtain a necessary and sufficient condition for the optimality of the myopic strategy. As an application, we could solve Nouiehed and Ross's conjecture for Bernoulli two-armed bandit problems that myopic strategy stochastically maximizes the number of wins.

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Zengjing Chen, Yiwei Lin, Jichen Zhang. 2022-06-02. A Confirmation of a Conjecture on the Feldman's Two-armed Bandit Problem. https://arxiv.org/abs/2206.00821

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