Optimal learning and experimentation in bandit problems
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Banks, Jeffrey S & Sundaram, Rangarajan K, 1994. "Switching Costs and the Gittins Index," Econometrica, Econometric Society, vol. 62(3), pages 687-694, May.
- Monica Brezzi & Tze Leung Lai, 2000. "Incomplete Learning from Endogenous Data in Dynamic Allocation," Econometrica, Econometric Society, vol. 68(6), pages 1511-1516, November.
- Rothschild, Michael, 1974. "A two-armed bandit theory of market pricing," Journal of Economic Theory, Elsevier, vol. 9(2), pages 185-202, October.
- McLennan, Andrew, 1984. "Price dispersion and incomplete learning in the long run," Journal of Economic Dynamics and Control, Elsevier, vol. 7(3), pages 331-347, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Morozov, Sergei & Mathur, Sudhanshu, 2009. "Massively parallel computation using graphics processors with application to optimal experimentation in dynamic control," MPRA Paper 30298, University Library of Munich, Germany, revised 04 Apr 2011.
- Hart E. Posen & Daniel A. Levinthal, 2012. "Chasing a Moving Target: Exploitation and Exploration in Dynamic Environments," Management Science, INFORMS, vol. 58(3), pages 587-601, March.
- Mathur, Sudhanshu & Morozov, Sergei, 2009. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," MPRA Paper 16721, University Library of Munich, Germany.
- Sergei Morozov & Sudhanshu Mathur, 2012. "Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control," Computational Economics, Springer;Society for Computational Economics, vol. 40(2), pages 151-182, August.
- Stephen E. Chick & Noah Gans, 2009. "Economic Analysis of Simulation Selection Problems," Management Science, INFORMS, vol. 55(3), pages 421-437, March.
- Noah Gans & George Knox & Rachel Croson, 2007. "Simple Models of Discrete Choice and Their Performance in Bandit Experiments," Manufacturing & Service Operations Management, INFORMS, vol. 9(4), pages 383-408, December.
- Brenner, Thomas & Vriend, Nicolaas J., 2006.
"On the behavior of proposers in ultimatum games,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 61(4), pages 617-631, December.
- Thomas Brenner & Nicolaas J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," CEEL Working Papers 0304, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Thomas Brenner & Nicolaas J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," Working Papers 502, Queen Mary University of London, School of Economics and Finance.
- T. Brenner & N.J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," Papers on Economics and Evolution 2003-08, Philipps University Marburg, Department of Geography.
- Konon, Alexander, 2016. "Career choice under uncertainty," Annual Conference 2016 (Augsburg): Demographic Change 145583, Verein für Socialpolitik / German Economic Association.
- Felipe Caro & Jérémie Gallien, 2007. "Dynamic Assortment with Demand Learning for Seasonal Consumer Goods," Management Science, INFORMS, vol. 53(2), pages 276-292, February.
- repec:bla:jorssb:v:79:y:2017:i:5:p:1439-1462 is not listed on IDEAS
- Stephen E. Chick & Peter Frazier, 2012. "Sequential Sampling with Economics of Selection Procedures," Management Science, INFORMS, vol. 58(3), pages 550-569, March.
- Stephen Chick & Martin Forster & Paolo Pertile, 2017.
"A Bayesian decision theoretic model of sequential experimentation with delayed response,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 79(5), pages 1439-1462, November.
- Stephen Chick & Martin Forster & Paolo Pertile, 2015. "A Bayesian Decision-Theoretic Model of Sequential Experimentation with Delayed Response," Discussion Papers 15/09, Department of Economics, University of York.
- Kevin Glazebrook & Joern Meissner & Jochen Schurr, 2012. "How big should my store be? On the interplay between shelf-space, demand learning and assortment decisions," Working Papers MRG/0021, Department of Management Science, Lancaster University, revised Dec 2012.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:dyncon:v:27:y:2002:i:1:p:87-108. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/jedc .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.