Incomplete Learning from Endogenous Data in Dynamic Allocation

DOI10.1111/1468-0262.00170zbMATH Open1020.91047OpenAlexW2049687551MaRDI QIDQ4530994FDOQ4530994

Tze Leung Lai, Monica Brezzi

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00170

zbMATH Keywords

learningtotal discounted rewardendogenous data

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cited In (7)

• Index policies for discounted bandit problems with availability constraints
• A Bayesian-bandit adaptive design for \(N\)-of-1 clinical trials
• On the optimal amount of experimentation in sequential decision problems
• Learning in society
• Bayesian Exploration for Approximate Dynamic Programming
• On Incomplete Learning and Certainty-Equivalence Control
• Optimal learning and experimentation in bandit problems.

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