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- W1973712811 abstract "We consider a bandit problem consisting of a sequence of n choices from an infinite number of Bernoulli arms, with $n to infty$. The objective is to minimize the long-run failure rate. The Bernoulli parameters are independent observations from a distribution F. We first assume F to be the uniform distribution on (0, 1) and consider various extensions. In the uniform case we show that the best lower bound for the expected failure proportion is between $sqrt{2}/sqrt{n}$ and $2/sqrt{n}$ and we exhibit classes of strategies that achieve the latter." @default.
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- W1973712811 date "1997-10-01" @default.
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- W1973712811 title "Bandit problems with infinitely many arms" @default.
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- W1973712811 doi "https://doi.org/10.1214/aos/1069362389" @default.
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