منابع مشابه
On ergodic two-armed bandits
A device has two arms with unknown deterministic payoffs, and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm offers a stochastic procedure to this end. We show under weak ergodic assumptions on these deterministic payoffs that the procedure eventually chooses the best arm (i.e. with greatest Cesaro limit) with probability o...
متن کاملProbability ON ERGODIC TWO - ARMED BANDITS
A device has two arms with unknown deterministic payoffs, and the aim is to asymptotically identify the best one without spending too much time on the other. The Narendra algorithm offers a stochastic procedure to this end. We show under weak ergodic assumptions on these deterministic payoffs that the procedure eventually chooses the best arm (i.e. with greatest Cesaro limit) with probability o...
متن کاملTwo-Sided Bandits and the Dating Market
We study the decision problems facing agents in repeated matching environments with learning, or two-sided bandit problems, and examine the dating market, in which men and women repeatedly go out on dates and learn about each other, as an example. We consider three natural matching mechanisms and empirically examine properties of these mechanisms, focusing on the asymptotic stability of the res...
متن کاملSensitivity Analysis in Two-Stage DEA
Data envelopment analysis (DEA) is a method for measuring the efficiency of peer decision making units (DMUs) which uses a set of inputs to produce a set of outputs. In some cases, DMUs have a two-stage structure, in which the first stage utilizes inputs to produce outputs used as the inputs of the second stage to produce final outputs. One important issue in two-stage DEA is the sensitivity of...
متن کاملTwo-stage DEA with Fuzzy Data
Data envelopment analysis is a nonparametric technique checking efficiency of DMUs using math programming. In conventional DEA, it has been assumed that the status of each measure is clearly known as either input or output. Kao and Hwang (2008) developed a data envelopment analysis (DEA) approach for measuring efficiency of decision processes which can be divided into two stages. The first stag...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1988
ISSN: 0090-5364
DOI: 10.1214/aos/1176350841