Undiscounted bandit games

We analyze undiscounted continuous-time games of strategic experimentation with two-armed bandits. The risky arm generates payoffs according to a Lévy process with an unknown average payoff per unit of time which nature draws from an arbitrary finite set. Observing all actions and realized payoffs,...

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Bibliográfalaš dieđut
Váldodahkkit: Keller, G, Rady, S
Materiálatiipa: Journal article
Giella:English
Almmustuhtton: Elsevier 2020