Abstract
In this chapter we assume that there are two arms (k = 2) and that one arm, say arm 2 for definiteness, has known mean λ. The only uncertainty is embodied in F 1, now abbreviated to F, the distribution of the random measure Q 1. For arbitrary λ we can, without loss, assume that arm 2 always produces the known observation A. Since G is given by the pair (F, λ), we now speak of the (F, λ; A)-bandit.
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© 1985 D. A. Berry and B. Fristedt
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Berry, D.A., Fristedt, B. (1985). Two arms, one arm known. In: Bandit problems. Monographs on Statistics and Applied Probability. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-3711-7_5
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DOI: https://doi.org/10.1007/978-94-015-3711-7_5
Publisher Name: Springer, Dordrecht
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