Convergence in models with bounded expected relative hazard rates
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Publication:472194
DOI10.1016/j.jet.2014.09.014zbMath1330.91040arXiv1208.3088OpenAlexW2115848770MaRDI QIDQ472194
Publication date: 19 November 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.3088
convergencestochastic approximationsocial learninghazard ratedynamic systemindividual learningsubmartingaletwo-armed bandit algorithm
Learning and adaptive systems in artificial intelligence (68T05) Stopping times; optimal stopping problems; gambling theory (60G40) Memory and learning in psychology (91E40) Rationality and learning in game theory (91A26)
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On the robustness of learning in games with stochastically perturbed payoff observations ⋮ Social learning and the shadow of the past ⋮ Evolutionary game theory: a renaissance ⋮ Convergence in models with bounded expected relative hazard rates
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