Code_in_Place Multi-armed bandits

by Ee Xin


This project is inspired by the multi-armed bandit problem (which I stumbled upon in a book). It's a simple game: each player gets US$5 to play on 5 different slot machines. Each machine has a randomly assigned probability of winning and at any point, the player can choose to switch machines. The game ends when the player runs out of money to play with.