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Richard Arnold Epstein - While no rigorous proof of an...

While no rigorous proof of an optimal strategy has been achieved, Robbins has proposed the principal of "staying on a winner" and has shown it to be uniformly better than a strategy of random selection. (Richard Arnold Epstein)

While no rigorous proof of an optimal strategy has been achieved, Robbins has proposed the principal of "staying on a winner" and has shown it to be uniformly better than a strategy of random selection.

Richard Arnold Epstein

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principal proof random selection show staying strategy while winner optimal robbins

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