【摘 要】
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Randomly reinforced urn models are useful for studying humming decision-making in information science, reinforcement learning in economics and response-adap
【机 构】
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Department of Mathematics, Zhjiang University
【出 处】
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IMS-China International Conference on Statistics and Probabi
论文部分内容阅读
Randomly reinforced urn models are useful for studying humming decision-making in information science, reinforcement learning in economics and response-adaptive designs in clinical trials, etc.The response-adaptive design driven by a randomly reinforced urn model is optimal in the sense that it allocates patients to the best treatment with a probability converging to one.May and Flournoy (Ann.Stat.2008) found the limit of the normalized allocation proportion for the two-color case and showed that the test power is a function of the limit.However, the distribution of the limit was not able to be established.This talk will illustrate asymptotic prop erties for multi-color reinforced urn models.Results on the rate of convergence of both the number of balls of each color and the number of patients assigned to each treatment are given under minimum requirement of conditions and the distributions of the limits are found.The asymptotic behavior for the non-homogenous urn will be also introduced.
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