Good news and bad news in two-armed bandits

DOI10.1016/J.JET.2006.09.003zbMATH Open1186.91032OpenAlexW2094589420MaRDI QIDQ996396FDOQ996396

Authors: Braz Camargo 

Publication date: 14 September 2007

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2006.09.003

Recommendations

• On the Bernoulli three-armed bandit problem
• Some results on two-armed bandits when both projects vary
• A class of bandit problems yielding myopic optimal strategies
• Optimal strategies for families of alternative bandit processes
• A Two-Armed Bandit Problem with possibility of no Information

zbMATH Keywords

stochastic orderstwo-armed bandits

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Cites Work

• Comparison methods for stochastic models and risks
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Controlling a Stochastic Process with Unknown Parameters
• Stochastic partial ordering
• Discounted Dynamic Programming
• Title not available (Why is that?)
• Bayesian dynamic programming
• The Internal Economics of the Firm: Evidence from Personnel Data
• Learning and Strategic Pricing
• A note on discounted future two-armed bandits

Cited In (6)

• On the (non-) reliance on algorithms -- a decision-theoretic account
• Exploration and correlation
• Control, cost, and confidence: perseverance and procrastination in the face of failure
• Strategic learning in teams
• A Note on Bandits with a Twist
• Reputation, learning and project choice in frictional economies

This page was built for publication: Good news and bad news in two-armed bandits

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q996396)