July 18: Bandit models

Jerker Denrell, Professor of Behavioural Science, Warwick Business School

Link for synchronous sessions: https://hbs.zoom.us/j/97071216335?pwd=MUZRMFB0L2xXUDRxdU9nSHVMNWtYQT09

Meeting ID: 970 7121 6335

Password: tom

1. INTRODUCTION

2. ILLUSTRATION 

• Slides 

• MATLAB code

  • simulatecutoff.m

3. THE ONE ARMED BERNOULLI BANDIT

• Slides 

• MATLAB code

  • greedy.m

  • optimal_policy.m

  • simulate_optimal_policy.m

4. THE TWO ARMED BERNOULLI BANDIT

• Slides 

• MATLAB code

  • Bandit2_softmax_optimal_s.m

  • Bandit2_softmax.m

  • Bandit2.m