The Perils of Misspecified Priors and Optional Stopping in Multi-Armed Bandits
The connection between optimal stopping times of American Options and multi-armed bandits is the subject of active research. This article investigates the effects of optional stopping in a particular class of multi-armed bandit experiments, which randomly allocates observations to arms proportional...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2021-07-01
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| Series: | Frontiers in Artificial Intelligence |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2021.715690/full |