Strategic experimentation with Poisson bandits

DOI10.3982/TE595MaRDI QIDQ4932243zbMATH OpenOpenAlexFDO

Authors Godfrey Keller, Sven Rady

Publication date 1 October 2010

Published in Theoretical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/te595

zbMATH Keywords

Bayesian learningdifferential-difference equationMarkov perfect equilibriumpiecewise deterministic processPoisson processstrategic experimentationtwo-armed bandit

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26) Probabilistic games; gambling (91A60) Experimental studies (91A90)

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(34)

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• Strategic observation with exponential bandits
• Inefficiency of sponsored research
• Undiscounted bandit games
• Super- and submodularity of stopping games with random observations
• Stopping with congestion and private payoffs
• Dynamic pricing in the presence of individual learning
• Optimal stopping problems in Lévy models with random observations
• On games of strategic experimentation
• Strategic learning in teams
• Hiding and herding in market entry
• Breakdowns
• Competitive investment with Bayesian learning: choice of business size and timing
• Overcoming free-riding in bandit games
• Designing dynamic contests
• Two-armed restless bandits with imperfect information: stochastic control and indexability
• Strategic Experimentation with Exponential Bandits
• The dark side of transparency: when hiding in plain sight works
• Strategic investment evaluation
• A model of privately funded public research
• Strategic experimentation with asymmetric safe options
• Reputation, learning and project choice in frictional economies
• Innovation adoption by forward-looking social learners
• Gradual learning from incremental actions
• Optimal allocation strategies in a discrete-time bandit problem
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• Strategic experimentation with private payoffs

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