Dynamic Stochastic Dominance in Bandit Decision Problems
The aim of this paper is to study the monotonicity properties with respect to the probability distribution of the state processes, of optimal decisions in bandit decision problems. Orderings of dynamic discrete projects are provided by extending the notion of stochastic dominance to stochastic processes.
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|Date of creation:||1992|
|Date of revision:|
|Publication status:||Published in Theory and decision, 1999, 47, pp. 267-295|
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- 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.
- Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
- Bikhchandani, Sushil & Sharma, Sunil, 1996.
"Optimal search with learning,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 20(1-3), pages 333-359.
- Sushil Bikhchandani & Uzi Segal & Sunil Sharma, 1990.
"Stochastic Dominance Under Bayesian Learning,"
UCLA Economics Working Papers
581, UCLA Department of Economics.
- Miller, Robert A, 1984. "Job Matching and Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 92(6), pages 1086-120, December.
- Rothschild, Michael, 1974. "A two-armed bandit theory of market pricing," Journal of Economic Theory, Elsevier, vol. 9(2), pages 185-202, October.
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