Optimal Learning by Experimentation

DOI10.2307/2297825zbMATH Open0725.90002OpenAlexW1538492251MaRDI QIDQ5202789FDOQ5202789

Authors:

Publication date: 1991

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co9104.pdf

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zbMATH Keywords

noiseactionslimit beliefsoptimal experimentation strategiesoptimal learning by experimentation

Mathematics Subject Classification ID

Decision theory (91B06) Memory and learning in psychology (91E40)

Cited In (46)

• Experimentation, imitation, and stochastic stability
• Optimal Learning with Endogenous Data
• Optimal learning before choice
• On learning and growth
• Optimal learning of a set: or how to edit a journal if you must
• Signal-jamming in the frequency domain
• LEARNING IN COBWEB EXPERIMENTS
• Experimentation with accumulation
• Efficient representation of state spaces for some dynamic models
• Approximate policy optimization and adaptive control in regression models
• Entry and exit under demand uncertainty
• Herding with costly information
• Optimal growth and uncertainty: Learning
• The A/B testing problem with Gaussian priors
• Dynamic duopoly with learning through market experimentation
• Stochastic control for economic models: past, present and the paths ahead
• Experimentation and learning with network effects
• Experimentation with heteroskedastic noise
• Optimal search with learning
• Learning from others: A welfare analysis
• Learning by doing and the value of optimal experimentation
• Evolving market structure: An ACE model of price dispersion and loyalty
• Learning and control in a changing economic environment.
• Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
• On the optimal amount of experimentation in sequential decision problems
• A revision game of experimentation on a common threshold
• On the role of responsiveness in rational herds
• The dynamics and revealed preference of status-quo optimality
• Experimentation and competition
• Private monitoring in auctions
• Imperfect information, Bayesian learning, and capital accumulation
• Learning about the arrival of sales
• Learning about variable demand in the long run
• Branching bandits: A sequential search process with correlated pay-offs.
• Asymptotic behavior of Bayesian learners with misspecified models
• Entry and vertical differentiation
• Optimal learning with costly adjustment
• Title not available (Why is that?)
• A general analysis of sequential social learning
• Price asymptotics
• Economists' models of learning
• Attributes: selective learning and influence
• Learning with noiseless information and payoff-relevant signals
• Price experimentation with strategic buyers
• Optimal guessing: choice in complex environments
• Periodic learning about a hidden state variable

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