论文标题
确认了Feldman两臂强盗问题的猜想
A Confirmation of a Conjecture on the Feldman's Two-armed Bandit Problem
论文作者
论文摘要
近视策略是研究匪徒问题时最重要的策略之一。在本文中，我们考虑了费尔德曼提出的两臂强盗问题。有了一般分布和效用功能，我们为近视策略的最佳性获得了必要和充分的条件。作为一个应用程序，我们可以解决诺伊德（Nouiehed）和罗斯（Ross）的猜想，以解决伯努利（Bernoulli）两臂匪徒问题，近视策略随机地最大程度地提高了胜利的数量。
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.
