July 1 Bandit models

Jerker Denrell, Professor of Behavioural Science, Warwick Business School

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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