强盗有多快?
How fast is the bandit?
摘要:
在本文中,我们研究的收敛速率的所谓的双臂强盗算法在金融资产配置的背景下。该算法的行为被证明是高度非标准的:没有CLT无论时间尺度,可能存在两个率制度。
英文摘要:
In this paper we investigate the rate of convergence of the so-called two-armed bandit algorithm in a financial context of asset allocation. The behaviour of the algorithm turns out to be highly non-standard: no CLT whatever the time scale, possible existence of two rate regimes.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。