Abstract
The particular discount sequence plays a critical role in any bandit or other decision problem. Various interpretations of discount sequences are discussed in this chapter. One purpose of the discussion is to aid a user in choosing an appropriate sequence; another is to motivate interest in the generality of discounting allowed in this monograph.
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References
Berry, D. A. (1983) Bandit problems with random discounting. Mathematical Learning Models—Theory and Algorithms (eds U. Herkenrath, D. Kalin and W. Vogel), pp. 12–25, Springer-Verlag, New York.
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© 1985 D. A. Berry and B. Fristedt
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Berry, D.A., Fristedt, B. (1985). The discount sequence. In: Bandit problems. Monographs on Statistics and Applied Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-3711-7_3
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DOI: https://doi.org/10.1007/978-94-015-3711-7_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-015-3713-1
Online ISBN: 978-94-015-3711-7
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