Risk aversion in expected intertemporal discounted utilities bandit problems
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- 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.
References listed on IDEAS
- Rothschild, Michael, 1974. "Searching for the Lowest Price When the Distribution of Prices Is Unknown," Journal of Political Economy, University of Chicago Press, vol. 82(4), pages 689-711, July/Aug..
- Thierry Magnac & Jean-Marc Robin, 1999.
"Dynamic stochastic dominance in bandit decision problems,"
Theory and Decision,
Springer, vol. 47(3), pages 267-295, December.
- 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.
- Wolpin, Kenneth I, 1984. "An Estimable Dynamic Stochastic Model of Fertility and Child Mortality," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 852-874, October.
- Michael Rothschild, 1974. "Searching for the Lowest Price When the Distribution of Prices Is Unknown: A Summary," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 1, pages 293-294 National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- André De Palma & Luc Leruth & Adnan Mazarei, 2010. "Regulating sovereign wealth funds operating overseas through an external fund manager," Working Papers hal-00488662, HAL.
More about this item
KeywordsRisk aversion; Bandit problem; Expected utility;
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