Risk aversion in expected intertemporal discounted utilities bandit problems

DOI10.1007/S11238-008-9105-3MaRDI QIDQ1036105zbMATH OpenOpenAlexFDO

Authors Jean-Philippe Chancelier, Michel De Lara, André de Palma

Publication date 4 November 2009

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL http://thema.u-cergy.fr/IMG/documents/2007-15.pdf

zbMATH Keywords

bandit problemexpected utilityrisk aversion

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• Dynamic stochastic dominance in bandit decision problems
• scientific article; zbMATH DE number 3889341 (Why is no real title available?)
• scientific article; zbMATH DE number 4078557 (Why is no real title available?)
• scientific article; zbMATH DE number 3638998 (Why is no real title available?)
• scientific article; zbMATH DE number 194374 (Why is no real title available?)
• Risk Aversion in the Small and in the Large
• Risk-Sensitive and Risk-Neutral Multiarmed Bandits
• The economics of risk and time

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(3)

• Even risk-averters may love risk
• A note on optimal experimentation under risk aversion
• Search aversion

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