Ambiguity aversion in multi-armed bandit problems
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Bibliographic InfoArticle provided by Springer in its journal Theory and Decision.
Volume (Year): 72 (2012)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/link.asp?id=100341
Bandit problem; Gittins index; Ambiguity aversion; C91; C44; C73; D83;
Find related papers by JEL classification:
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
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