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...
| Үндсэн зохиолчид: | , |
|---|---|
| Формат: | Working paper |
| Хэвлэсэн: |
University of Oxford
2019
|
Search Result 1
