I can't seem to find any material connecting the two ideas.

How would one who is more knowledgeable about these topics relate them to one another? Is it that multi-armed bandits are just one way of framing the VNM theorem?


  • $\begingroup$ why do you think they are the same? $\endgroup$ – shimao Mar 14 '20 at 4:48
  • $\begingroup$ @shimao Having learned a bit more about these two ideas - I would correct myself to not ask if they are the same, but rather how they connect. I had thought they were the same idea because the VNM theorem describes a way in which an agent would operate to maximize their reward - which is the same problem faced in multi-armed bandits. $\endgroup$ – Parad0xD9 Mar 14 '20 at 5:34

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