Dynamic stochastic dominance in bandit decision problems
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- Magnac, T. & Robin, J.M., 1992. "Dynamic Stochastic Dominance in Bandit Decision Problems," DELTA Working Papers 92-18, DELTA (Ecole normale supérieure).
- Thierry Magnac & Jean-Marc Robin, 1999. "Dynamic stochastic dominance in bandit decision problems," Post-Print hal-00359318, HAL.
References listed on IDEAS
- Bikhchandani, Sushil & Segal, Uzi & Sharma, Sunil, 1992. "Stochastic dominance under Bayesian learning," Journal of Economic Theory, Elsevier, vol. 56(2), pages 352-377, April.
- Bikhchandani, Sushil & Sharma, Sunil, 1996. "Optimal search with learning," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 333-359.
- Rothschild, Michael, 1974. "A two-armed bandit theory of market pricing," Journal of Economic Theory, Elsevier, vol. 9(2), pages 185-202, October.
- Fishman, Arthur, 1990.
"Stochastic dominance in multi sampling environments,"
Journal of Economic Theory,
Elsevier, vol. 51(1), pages 77-91, June.
- Fishman, A., 1988. "Stochastic Dominance In Multi Sampling Environments," Papers 30-88, Tel Aviv.
- Miller, Robert A, 1984. "Job Matching and Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 92(6), pages 1086-1120, December.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jean-Philippe Chancelier & Michel Lara & André Palma, 2009.
"Risk aversion in expected intertemporal discounted utilities bandit problems,"
Theory and Decision,
Springer, vol. 67(4), pages 433-440, October.
- Jean-Philippe Chancelier & Michel De Lara & André de Palma, 2007. "Risk aversion in expected intertemporal discounted utilities bandit problems," THEMA Working Papers 2007-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February.
More about this item
KeywordsStochastic dynamic programing; Multi-armed bandit problems; Stochastic dominance;
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