Bandit problems: Sequential Allocation of Experiments (Monographs on Statistics and Applied Probability) - Tapa blanda

Berry, Donald A. A.; Fristedt, Bert

 
9789401537131: Bandit problems: Sequential Allocation of Experiments (Monographs on Statistics and Applied Probability)
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ISBN 10: 9401537135 ISBN 13: 9789401537131
Editorial: Springer, 2013

Sinopsis

Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens­ ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema­ tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ­ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.

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Reseña del editor

Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens­ ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema­ tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ­ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course.

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Editorial
Springer
Año de publicación
2013
Idioma
Inglés
ISBN 10 
9401537135
ISBN 13 
9789401537131
Encuadernación
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Número de páginas
284
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9780412248108: Bandit Problems (Monographs on Statistics & Applied Probability)

Edición Destacada

ISBN 10:  0412248107 ISBN 13:  9780412248108
Editorial: Chapman and Hall, 1985
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