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The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits
The connection between optimal stopping times of American Options and multi-armed bandits is the subject of active research. This article investigates the effects of optional stopping in a particular class of multi-armed bandit experiments, which randomly allocates observations to arms proportional...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Frontiers Media S.A.
2021
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8299077/ https://www.ncbi.nlm.nih.gov/pubmed/34308342 http://dx.doi.org/10.3389/frai.2021.715690 |