一种惩罚型Bandit算法
A penalized bandit algorithm
摘要：
研究了一个带惩罚的双臂强盗算法。我们证明了算法的收敛性，并建立了收敛的收敛速率。对于某些参数的选择，我们得到了一个中心极限定理，其中极限分布被刻画为不连续马尔可夫过程的唯一平稳分布。
英文摘要：
We study a two armed-bandit algorithm with penalty. We show the convergence of the algorithm and establish the rate of convergence. For some choices of the parameters, we obtain a central limit theorem in which the limit distribution is characterized as the unique stationary distribution of a discontinuous Markov process.
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。
