Journal article
When can the two-armed bandit algorithm be trusted?
- Abstract:
-
We investigate the asymptotic behavior of one version of the so-called two-armed bandit algorithm. It is an example of stochastic approximation procedure whose associated ODE has both a repulsive and an attractive equilibrium, at which the procedure is noiseless. We show that if the gain parameter is constant or goes to 0 not too fast, the algorithm does fall in the noiseless repulsive equilibrium with positive probability, whereas it always converges to its natural attractive target when the...
Expand abstract
- Publication status:
- Published
Actions
Access Document
- Publisher copy:
- 10.1214/105051604000000350
Why is the content I wish to access not available via ORA?
Bibliographic data (the information relating to research outputs) and full-text items (e.g. articles, theses, reports, etc.) arrive in ORA from several different sources. Unfortunately we are not able to make available the full-text for every research output.
Please contact the ORA team (
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
Content may be unavailable for the following four reasons
-
Version unsuitable
-
We have not obtained a suitable full-text for a given research output. See this page for more information.
-
Recently completed
-
Sometimes content is held in ORA but is unavailable for a fixed period of time to comply with the policies and wishes of rights holders.
-
Permissions
-
All content made available in ORA should comply with relevant rights, such as copyright. See this page for more information.
-
Clearance
-
Some thesis volumes scanned as part of the digitisation scheme funded by Dr Leonard Polonsky are currently unavailable due to sensitive material or uncleared third-party copyright content. We are attempting to contact authors whose theses are affected.
Alternative access to the full-text
You may be able to access the full-text directly from the publisher's website using the 'Publisher Copy' link in the 'Links & Downloads' box from a research output's ORA record page. This method may require an institutional or individual subscription to the journal/resource.
Authors
Bibliographic Details
- Journal:
- ANNALS OF APPLIED PROBABILITY
- Volume:
- 14
- Issue:
- 3
- Pages:
- 1424-1454
- Publication date:
- 2004-08-01
- DOI:
- EISSN:
-
1050-5164
- ISSN:
-
1050-5164
- Source identifiers:
-
20051
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:20051
- UUID:
-
uuid:6c38dcc1-ceb6-48ba-a3af-ec6bb3d74de2
- Local pid:
- pubs:20051
- Deposit date:
- 2012-12-19
Terms of use
- Copyright date:
- 2004
If you are the owner of this record, you can report an update to it here: Report update to this record