Common value experimentation

DOI10.1016/J.JET.2015.10.002MaRDI QIDQ893414zbMATH OpenOpenAlexFDO

Authors Jan Eeckhout, Xi Weng

Publication date 19 November 2015

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.jet.2015.10.002

zbMATH Keywords

experimentationjump-diffusion processcommon values

Mathematics Subject Classification ID

Mathematical economics (91B99) Stopping times; optimal stopping problems; gambling theory (60G40) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• scientific article; zbMATH DE number 5016447 (Why is no real title available?)
• scientific article; zbMATH DE number 3687126 (Why is no real title available?)
• scientific article; zbMATH DE number 3474804 (Why is no real title available?)
• scientific article; zbMATH DE number 1546853 (Why is no real title available?)
• Bandit problems with Lévy processes
• Common Learning
• EFFICIENT LEARNING AND JOB TURNOVER IN THE LABOR MARKET
• Experimentation in Markets
• Gittins indices in the dynamic allocation problem for diffusion processes
• Learning Your Comparative Advantages
• Learning and Strategic Pricing
• Lévy Processes and Stochastic Calculus
• Lévy bandits: Multi-armed bandits driven by Lévy processes
• Optimal Experimentation in a Changing Environment
• Reversible stopping (``switching) implies super contact
• Stationary multi-choice bandit problems.
• Strategic Experimentation
• Strategic Experimentation with Exponential Bandits
• Super contact and related optimality conditions

Cited in

(5)

• Firm-specific training
• A stochastic differential equation driven by Poisson random measure and its application in a duopoly market
• Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs
• Optimal harvesting policy of an inland fishery resource under incomplete information
• A common value experimentation with multiarmed bandits

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