Undiscounted bandit games
We analyze undiscounted continuous-time games of strategic experimentation with two-armed bandits. The risky arm generates payoffs according to a Le´vy process with an unknown average payoff per unit of time which nature draws from an arbitrary finite set. Observing all actions and realized...
| Autors principals: | , |
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| Format: | Working paper |
| Publicat: |
University of Oxford
2019
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