nmab_kgi_value: Value of one-armed bandit using KGI (normal rewards)
In jedwards24/gittins: Calculate Gittins Indices
nmab_kgi_value R Documentation
Value of one-armed bandit using KGI (normal rewards)
Description
Calculation is as given in Ryzhov, Powell & Frazier (2012), simplified since lambda >= mu
always when called here.
Usage
nmab_kgi_value(lambda, mu, n, gamma, tau)
Arguments
lambda
Reward from the known arm
mu
Mean of reward belief for the unknown arm
n
Numeric > 0. Value of n for the unknown arm
gamma
Numeric in (0, 1). Reward discount factor.
tau
Numeric > 0. Observation precision.
Value
Difference in value between safe and unknown arms.
jedwards24/gittins documentation built on Oct. 13, 2023, 4:17 p.m.
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| nmab_kgi_value | R Documentation |
Value of one-armed bandit using KGI (normal rewards)
Description
Calculation is as given in Ryzhov, Powell & Frazier (2012), simplified since lambda >= mu
always when called here.
Usage
nmab_kgi_value(lambda, mu, n, gamma, tau)
Arguments
lambda |
Reward from the known arm |
mu |
Mean of reward belief for the unknown arm |
n |
Numeric > 0. Value of n for the unknown arm |
gamma |
Numeric in (0, 1). Reward discount factor. |
tau |
Numeric > 0. Observation precision. |
Value
Difference in value between safe and unknown arms.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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