Optimal Experimentation in a Changing Environment
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Cited in
(35)- Optimal growth and uncertainty: Learning
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- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE
- Robust experimentation in the continuous time bandit problem
- Undiscounted bandit games
- Dynamic pricing in the presence of individual learning
- Learning and collusion in new markets with uncertain entry costs
- Optimal stopping problems in Lévy models with random observations
- On learning and growth
- Non-stationary stochastic optimization
- Optimal markdown pricing strategy with demand learning
- Investment timing with incomplete information and multiple means of learning
- The Optimal Level of Experimentation
- Dynamic pricing in high-dimensions
- Dynamic learning and decision making via basis weight vectors
- Dynamic selling mechanisms for product differentiation and learning
- Optimal Learning by Experimentation
- Payoffs-beliefs duality and the value of information
- Selling a lemon under demand uncertainty
- Parameter estimation: the proper way to use Bayesian posterior processes with Brownian noise
- Signal-jamming in the frequency domain
- Learning about the arrival of sales
- Experimentation and approval mechanisms
- Learning about variable demand in the long run
- Imitation and experimentation in changing contests
- Product differentiation and location decisions under demand uncertainty
- Optimal investments in market research
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
- Common value experimentation
- A perpetual search for talents across overlapping generations: a learning process
- Price asymptotics
- Price experimentation with strategic buyers
- Linear learning in changing environments
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