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Citations for "A two-armed bandit theory of market pricing"

by Rothschild, Michael

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  1. Schlag, Karl H., 1999. "Which one should I imitate?," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 493-522, May.
  2. Klumpp, Tilman, 2006. "Linear learning in changing environments," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2577-2611, December.
  3. Brian P. McCall, 1988. "Occupational Matching: A Test of Sorts," Working Papers 617, Princeton University, Department of Economics, Industrial Relations Section..
  4. Robson, Arthur J., 1998. "Naive Adaptive Behavior and the Observability of Gambles," Games and Economic Behavior, Elsevier, vol. 24(1-2), pages 97-108, July.
  5. Jeffrey R. Campbell & Benjamin Eden, 2005. "Rigid prices: evidence from U.S. scanner data," Working Paper Series WP-05-08, Federal Reserve Bank of Chicago.
  6. Bergemann, Dirk & Valimaki, Juuso, 1996. "Learning and Strategic Pricing," Econometrica, Econometric Society, vol. 64(5), pages 1125-49, September.
  7. Bose, Subir & Orosel, Gerhard O & Ottaviani, Marco & Vesterlund, Lise, 2005. "Dynamic Monopoly Pricing and Herding," CEPR Discussion Papers 5003, C.E.P.R. Discussion Papers.
  8. Blouin, Max R & Serrano, Roberto, 2001. "A Decentralized Market with Common Values Uncertainty: Non-Steady States," Review of Economic Studies, Wiley Blackwell, vol. 68(2), pages 323-46, April.
  9. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
  10. Fishman, Arthur & Rob, Rafael, 1998. "Experimentation and Competition," Journal of Economic Theory, Elsevier, vol. 78(2), pages 299-320, February.
  11. Ehud Kalai & Ehud Lehrer, 1990. "Rational Learning Leads to Nash Equilibrium," Discussion Papers 925, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  12. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997. "Patterns, Types, and Bayesian Learning," Discussion Papers 1177, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  13. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
  14. Keller, Godfrey & Rady, Sven, 2009. "Strategic Experimentation with Poisson Bandits," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 260, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  15. Ruiz-Aliseda, Francisco, 2009. "Misinformative advertising," IESE Research Papers D/809, IESE Business School.
  16. Dirk Bergemann & Valimaki Juuso, 2001. "Entry and Vertical Differentiation," Cowles Foundation Discussion Papers 1302, Cowles Foundation for Research in Economics, Yale University.
  17. Krahmer, Daniel, 2003. "Entry and experimentation in oligopolistic markets for experience goods," International Journal of Industrial Organization, Elsevier, vol. 21(8), pages 1201-1213, October.
  18. Hitoshi Matsushima, 1998. "Learning as the Dynamics of Emotions and Strength of Confidence," CIRJE F-Series CIRJE-F-34, CIRJE, Faculty of Economics, University of Tokyo.
  19. Johannes Horner & Larry Samuelson, 2009. "Incentives for Experimenting Agents," Cowles Foundation Discussion Papers 1726RR, Cowles Foundation for Research in Economics, Yale University, revised Mar 2013.
  20. Sonja Brangewitz & Gael Giraud, 2011. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Working Papers 456, Bielefeld University, Center for Mathematical Economics.
  21. Schlag, Karl H., 1994. "Why Imitate, and if so, How? Exploring a Model of Social Evolution," Discussion Paper Serie B 296, University of Bonn, Germany.
  22. Epstein, Gil S., 1996. "Changing a decision taken under incomplete informatio during the process of execution," Journal of Economic Behavior & Organization, Elsevier, vol. 29(2), pages 323-329, March.
  23. Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
  24. John Robst & Kimmarie McGOLDRICK, 1999. "The Measurement of Firm Information About Product Demand," Review of Industrial Organization, Springer, vol. 15(2), pages 149-163, September.
  25. S. Nageeb Ali, 2009. "Learning Self-Control," Levine's Working Paper Archive 814577000000000384, David K. Levine.
  26. Andreas Blume & Paul Heidhues, 2003. "Private Monitoring in Auctions," CIG Working Papers SP II 2003-14, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  27. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1999. "Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited," Econometrica, Econometric Society, vol. 67(4), pages 875-894, July.
  28. Karl H. Schlag, . "Why Imitate, and if so, How? A Bounded Rational Approach to Multi- Armed Bandits," ELSE working papers 028, ESRC Centre on Economics Learning and Social Evolution.
  29. Klein, Nicolas & Rady, Sven, 2008. "Negatively Correlated Bandits," CEPR Discussion Papers 6983, C.E.P.R. Discussion Papers.
  30. Magnac, T. & Robin, J.M., 1992. "Dynamic Stochastic Dominance in Bandit Decision Problems," DELTA Working Papers 92-18, DELTA (Ecole normale supérieure).
  31. Epstein, Gil S., 1996. "The extraction of natural resources from two sites under uncertainty," Economics Letters, Elsevier, vol. 51(3), pages 309-313, June.
  32. Hitoshi Matsushima, 1998. "Learning about Stochastic Payoff Structures," CIRJE F-Series CIRJE-F-7, CIRJE, Faculty of Economics, University of Tokyo.
  33. B. Luppi, 2003. "Experimentation and Disappointment," Working Papers 493, Dipartimento Scienze Economiche, Universita' di Bologna.
  34. Carlos Oyarzun & Johannes Ruf, 2009. "Monotone imitation," Economic Theory, Springer, vol. 41(3), pages 411-441, December.
  35. Sorensen, Morten, 2007. "Learning by Investing: Evidence from Venture Capital," SIFR Research Report Series 53, Institute for Financial Research.
  36. Dirk Bergemann & Juuso Valimaki, 1996. "Market Experimentation and Pricing," Cowles Foundation Discussion Papers 1122, Cowles Foundation for Research in Economics, Yale University.
  37. Godfrey Keller & Sven Rady & Martin Cripps, 2005. "Strategic Experimentation with Exponential Bandits," Econometrica, Econometric Society, vol. 73(1), pages 39-68, 01.
  38. Kalai, Ehud & Lehrer, Ehud, 1995. "Subjective games and equilibria," Games and Economic Behavior, Elsevier, vol. 8(1), pages 123-163.
  39. Dirk Bergemann & Juuso Valimaki, 1999. "Experimentation in Markets," Cowles Foundation Discussion Papers 1214, Cowles Foundation for Research in Economics, Yale University.
  40. Adam Copeland, 2007. "Learning Dynamics with Private and Public Signals," Economic Theory, Springer, vol. 31(3), pages 523-538, June.
  41. Lones Smith & Peter Norman Sorensen, 2006. "Informational Herding and Optimal Experimentation," Cowles Foundation Discussion Papers 1552, Cowles Foundation for Research in Economics, Yale University.
  42. Thomas, C.D., 2011. "Bandit models and Blotto games," Open Access publications from University College London http://discovery.ucl.ac.u, University College London.
  43. Juan Carlos Berganza, 2000. "Politicians, voters and electoral processes: an overview," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 501-543, September.
  44. Fabrizio Coricelli & Roman Horváth, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 209-233.
  45. Peitz, Martin & Rady, Sven & Trepper, Piers, 2011. "Experimentation in Two-Sided Markets," CEPR Discussion Papers 8670, C.E.P.R. Discussion Papers.
  46. Henry W. Chappell & Paulo Guimarães & Orgül Demet Öztürk, 2011. "Confessions of an internet monopolist: demand estimation for a versioned information good," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 32(1), pages 1-15, January.
  47. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Satisficing Contracts," NBER Working Papers 14654, National Bureau of Economic Research, Inc.
  48. Eliasson, Gunnar, 1990. "Business Competence, Organizational Learning and Economic Growth: Establishing the Smith-Schumpeter-Wicksell (SSW) Connection," Working Paper Series 264, Research Institute of Industrial Economics, revised Jan 1991.
  49. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.
  50. Mason, Robin & Välimäki, Juuso, 2011. "Learning about the arrival of sales," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1699-1711, July.
  51. Heski Bar-Isaac, 2001. "Self-Confidence and Survival," STICERD - Theoretical Economics Paper Series 428, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  52. Francesco Bogliacino & Giorgio Rampa, 2012. "Quality risk aversion, conjectures, and new product diffusion," Journal of Evolutionary Economics, Springer, vol. 22(5), pages 1081-1115, November.
  53. Aoyagi, Masaki, 1998. "Mutual Observability and the Convergence of Actions in a Multi-Person Two-Armed Bandit Model," Journal of Economic Theory, Elsevier, vol. 82(2), pages 405-424, October.
  54. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2006. "Investment in a Monopoly with Bayesian Learning," Vienna Economics Papers 0603, University of Vienna, Department of Economics.
  55. Thuijsman, F. & Peleg, B. & Amitai, M. & Shmida, A., 1993. "Automata, matching and foraging behavior of bees," Discussion Paper 1993-78, Tilburg University, Center for Economic Research.
  56. Loginova, Oksana & Taylor, Curtis, 2003. "Price Experimentation with Strategic Buyers," Working Papers 03-02, Duke University, Department of Economics.
  57. Tilman Slembeck, 1999. "Low Information Games - Experimental Evidence on Learning in Ultimatum Bargaining," Experimental 9905001, EconWPA.
  58. Dirk Bergemann & Juuso Valimaki, 1999. "Entry and Innovation in Vertically Differentiated Markets," Cowles Foundation Discussion Papers 1226, Cowles Foundation for Research in Economics, Yale University.
  59. Elena Pastorino, 2004. "Optimal Job Design and Career Dynamics in the Presence of Uncertainty," Econometric Society 2004 North American Summer Meetings 292, Econometric Society.
  60. Bolton, P. & Harris, C., 1996. "Strategic Experimentation: A Revision," Discussion Paper 1996-27, Tilburg University, Center for Economic Research.
  61. Parkes, David C. & Huberman, Bernardo A., 2001. "Multiagent Cooperative Search for Portfolio Selection," Games and Economic Behavior, Elsevier, vol. 35(1-2), pages 124-165, April.
  62. Edward P. Lazear, 1995. "Hiring Risky Workers," NBER Working Papers 5334, National Bureau of Economic Research, Inc.
  63. Sanjeev Goyal, 2003. "Learning in Networks: a survey," Economics Discussion Papers 563, University of Essex, Department of Economics.
  64. Brezzi, Monica & Lai, Tze Leung, 2002. "Optimal learning and experimentation in bandit problems," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 87-108, November.
  65. Horvath, Michael & Schivardi, Fabiano & Woywode, Michael, 2001. "On industry life-cycles: delay, entry, and shakeout in beer brewing," International Journal of Industrial Organization, Elsevier, vol. 19(7), pages 1023-1052, July.
  66. Keller, Godfrey & Oldale, Alison, 2003. "Branching bandits: a sequential search process with correlated pay-offs," Journal of Economic Theory, Elsevier, vol. 113(2), pages 302-315, December.
  67. Johannes Horner & Larry Samuelson, 2013. "Incentives for Experimenting Agents," Levine's Working Paper Archive 786969000000000671, David K. Levine.
  68. Hitoshi Matsushima, 1999. "Moral Decision and Information Aversion," CIRJE F-Series CIRJE-F-64, CIRJE, Faculty of Economics, University of Tokyo.
  69. Fishman, Arthur & Gandal, Neil, 1994. "Experimentation and learning with networks effects," Economics Letters, Elsevier, vol. 44(1-2), pages 103-108.
  70. Martin W. Cripps & Godfrey Keller & Sven Rady, 2002. "Strategic Experimentation: The Case of Poisson Bandits," CESifo Working Paper Series 737, CESifo Group Munich.
  71. Garcia, René, 1986. "La théorie économique de l’information : exposé synthétique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(1), pages 88-109, mars.
  72. Godfrey Keller & Sven Rady, 1999. "Market Experimentation in a Dynamic Differentiated-Goods Duopoly," STICERD - Theoretical Economics Paper Series 369, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  73. Patrick Bolton & Antoine Faure-Grimaud, 2005. "Thinking Ahead: The Decision Problem," NBER Working Papers 11867, National Bureau of Economic Research, Inc.
  74. Nicolas Della Penna & Mark D. Reid, 2011. "Bandit Market Makers," Papers 1112.0076, arXiv.org, revised Jun 2012.
  75. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  76. Bøg, Martin, 2006. "Whom to Observe?," MPRA Paper 8773, University Library of Munich, Germany, revised 14 May 2008.
  77. Camargo, Braz, 2007. "Good news and bad news in two-armed bandits," Journal of Economic Theory, Elsevier, vol. 135(1), pages 558-566, July.