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Creators/Authors contains: "Cowan, Wesley"

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  1. ; ; (, Naval Research Logistics (NRL))
    Abstract We study new types of dynamic allocation problems theHalting Banditmodels. As an application, we obtain new proofs for the classic Gittins index decomposition result compare Gittins (Journal of the Royal Statistical Society, Series B, 1979, 41, 148–177), and recent results of the authors in Cowan and Katehakis (Probability in the Engineering and Informational Sciences, 2015, 29, 51–76). 
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  2. ; (, Probability in the Engineering and Informational Sciences)
    The purpose of this paper is to provide further understanding into the structure of the sequential allocation (“stochastic multi-armed bandit”) problem by establishing probability one finite horizon bounds and convergence rates for the sample regret associated with two simple classes of allocation policies. For any slowly increasing functiong, subject to mild regularity constraints, we construct two policies (theg-Forcing, and theg-Inflated Sample Mean) that achieve a measure of regret of orderO(g(n)) almost surely asn→ ∞, bound from above and below. Additionally, almost sure upper and lower bounds on the remainder term are established. In the constructions herein, the functiongeffectively controls the “exploration” of the classical “exploration/exploitation” tradeoff. 
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  3. ; ; (, De Gruyter)
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