A central limit theorem, loss aversion and multi-armed bandits

DOI10.1016/J.JET.2023.105645zbMath1518.91047arXiv2106.05472OpenAlexW3171916869WikidataQ123278571 ScholiaQ123278571MaRDI QIDQ6105382

Unnamed Author, Zeng-Jing Chen, Larry G. Epstein

Publication date: 9 June 2023

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.05472

zbMATH Keywords

loss aversioncentral limit theoremsequential samplingmulti-armed banditoscillating Brownian motionlarge-horizon approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Decision theory (91B06) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cites Work

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