A two armed bandit type problem revisited

DOI10.1051/PS:2005017zbMATH Open1136.91327arXivmath/0502182OpenAlexW2028866134MaRDI QIDQ3373746FDOQ3373746

Authors: Gilles Pagès 

Publication date: 9 March 2006

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: In a recent paper, M. Bena"{i}m and G. Ben Arous solve a multi-armed bandit problem arising in the theory of learning in games. We propose an short elementary proof of this result based on a variant of the Kronecker Lemma.

Full work available at URL: https://arxiv.org/abs/math/0502182

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zbMATH Keywords

learning theorystochastic fictitious playKronecker lemmaTwo-armed bandit problem

Mathematics Subject Classification ID

Cooperative games (91A12) Limit theorems in probability theory (60F99) Multistage and repeated games (91A20)

Cites Work

• Title not available (Why is that?)
• A two armed bandit type problem

Cited In (12)

• The two-armed bandit with delayed responses
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• On ergodic two-armed bandits
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• Further contributions to the two-armed bandit problem
• The \(K\)-armed dueling bandits problem
• A two armed bandit type problem
• On optimal prior learning time in the two-armed bandit problem
• A Note on Bandits with a Twist
• Generalized two-stage bandit problem
• Some results on two-armed bandits when both projects vary
• Title not available (Why is that?)

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