A note on optimal experimentation under risk aversion
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Publication:1757557
DOI10.1016/j.jet.2018.11.006zbMath1419.91219OpenAlexW2899960137MaRDI QIDQ1757557
Vladimír Novák, Godfrey Keller, Tim Willems
Publication date: 15 January 2019
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2018.11.006
Cites Work
- Strategic experimentation with private payoffs
- Risk aversion in expected intertemporal discounted utilities bandit problems
- Optimal Search for the Best Alternative
- Funding Criteria for Research, Development, and Exploration Projects
- Strategic Experimentation
- Career concerns with exponential learning
- Strategic experimentation with Poisson bandits
- Risk Aversion in the Small and in the Large
- Strategic Experimentation with Exponential Bandits
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