| Article ID: | iaor19992774 |
| Country: | India |
| Volume: | 19 |
| Issue: | 3 |
| Start Page Number: | 385 |
| End Page Number: | 402 |
| Publication Date: | Sep 1998 |
| Journal: | Information & Optimization Sciences |
| Authors: | Yoshida Yuji |
| Keywords: | game theory |
Zero-sum games for multi-armed bandit processes are presented. The present paper solves these games as control problems of multi-parameter Markov processes. This paper gives the unique optimal values and the optimal Markov strategies.