Strategic Experimentation with Poisson Bandits
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Other versions of this item:
- Rady, Sven & Keller, Godfrey, 2010. "Strategic experimentation with Poisson bandits," Theoretical Economics, Econometric Society, vol. 5(2), May.
- Keller, Godfrey & Rady, Sven, 2009. "Strategic Experimentation with Poisson Bandits," Discussion Papers in Economics 10575, University of Munich, Department of Economics.
- Sven Rady & Godfrey Keller, 2007. "Strategic Experimentation with Poisson Bandits," 2007 Meeting Papers 332, Society for Economic Dynamics.
- Keller, R Godfrey & Rady, Sven, 2009. "Strategic Experimentation with Poisson Bandits," CEPR Discussion Papers 7270, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Decamps, Jean-Paul & Mariotti, Thomas, 2004. "Investment timing and learning externalities," Journal of Economic Theory, Elsevier, vol. 118(1), pages 80-102, September.
- Nicolas Klein & Sven Rady, 2011.
"Negatively Correlated Bandits,"
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- Klein, Nicolas & Rady, Sven, 2008. "Negatively Correlated Bandits," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 243, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Klein, Nicolas & Rady, Sven, 2008. "Negatively Correlated Bandits," Discussion Papers in Economics 5332, University of Munich, Department of Economics.
- Klein, Nicolas & Rady, Sven, 2008. "Negatively Correlated Bandits," CEPR Discussion Papers 6983, C.E.P.R. Discussion Papers.
- Sven Rady & Nicolas Klein, 2008. "Negatively Correlated Bandits," 2008 Meeting Papers 136, Society for Economic Dynamics.
- Nicolas Klein, 2009. "Free-Riding And Delegation In Research Teams," 2009 Meeting Papers 253, Society for Economic Dynamics.
- Godfrey Keller & Sven Rady & Martin Cripps, 2005.
"Strategic Experimentation with Exponential Bandits,"
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- Cripps, Martin William & Keller, R Godfrey & Rady, Sven, 2003. "Strategic Experimentation with Exponential Bandits," CEPR Discussion Papers 3814, C.E.P.R. Discussion Papers.
- Cripps, Martin & Keller, Godfrey & Rady, Sven, 2003. "Strategic Experimentation with Exponential Bandits," Discussion Papers in Economics 4, University of Munich, Department of Economics.
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- Dirk Bergemann & Juuso Valimaki, 2006. "Bandit Problems," Cowles Foundation Discussion Papers 1551, Cowles Foundation for Research in Economics, Yale University.
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Keywords
Strategic Experimentation; Two-Armed Bandit; Poisson Process; Bayesian Learning; Piecewise Deterministic Process; Markov Perfect Equilibrium; Differential-Difference Equation;JEL classification:
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- O32 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Management of Technological Innovation and R&D
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-05-16 (All new papers)
- NEP-GTH-2009-05-16 (Game Theory)
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