American Options, Multi-armed Bandits, and Optimal Consumption Plans : A Unifying View
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- Klein, Nicolas, 2013.
"Strategic learning in teams,"
Games and Economic Behavior,
Elsevier, vol. 82(C), pages 636-657.
- Klein, Nicolas, 2010. "Strategic Learning in Teams," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 333, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
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KeywordsAmerican options; Gittins index; multi-armed bandits; optimal consumption plans; optimal stopping; representation theorem;
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