Strategic Experimentation with Exponential Bandits.

Strategic Experimentation with Exponential Bandits.

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We analyze a game of strategic experimentation with two-armed bandits whose risky arm might yield payoffs after exponentially distributed random times. Free-riding causes an inefficiently low level of experimentation in any equilibrium where the players use stationary Markovian strategies with belie...

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Bibliografiske detaljer
Main Authors:	Keller, G, Rady, S, Cripps, M
Format:	Journal article
Sprog:	English
Udgivet:	2005

Lignende værker

Strategic Experimentation with Exponential Bandits.
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Udgivet: (2003)

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Udgivet: (2003)

Strategic experimentation with Poisson bandits.
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Undiscounted bandit games
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Undiscounted bandit games
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Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations
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Matching with semi-bandits
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Branching Bandits: A Sequential Search Process with Correlated Pay-Offs.
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Batched Bandit Problems
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Linearly parameterized bandits
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Optimal Experimentation in a Changing Environment.
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Multi-armed linear bandits with latent biases
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Thompson Sampling for Non-Stationary Bandit Problems
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Multi-Armed Bandits in Brain-Computer Interfaces
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