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Citations for "A two-armed bandit theory of market pricing"

by Rothschild, Michael

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  1. Cripps, Martin William & Keller, R Godfrey & Rady, Sven, 2003. "Strategic Experimentation with Exponential Bandits," CEPR Discussion Papers 3814, C.E.P.R. Discussion Papers.
  2. Kalai, Ehud & Lehrer, Ehud, 1995. "Subjective games and equilibria," Games and Economic Behavior, Elsevier, vol. 8(1), pages 123-163.
  3. Keller, Godfrey & Rady, Sven, 2009. "Strategic Experimentation with Poisson Bandits," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 260, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  4. Sweder van Wijnbergen & Tim Willems, 2013. "Optimal Learning on Climate Change: Why climate skeptics should reduce emissions," OxCarre Working Papers 111, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  5. Proto, Eugenio & Sgroi, Daniel, 2012. "Self-Centered Beliefs : An Empirical Approach," The Warwick Economics Research Paper Series (TWERPS) 978, University of Warwick, Department of Economics.
  6. Olivier Cadot & Céline Carrère & Vanessa Strauss-Kahn, 2014. "OECD imports: diversification of suppliers and quality search," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 150(1), pages 1-24, February.
  7. Jacob LaRiviere & Mikołaj Czajkowski & Nick Hanley & Katherine Simpson, 2015. "What is the Causal Effect of Knowledge on Preferences?," Working Papers 2015-14, Faculty of Economic Sciences, University of Warsaw.
  8. Camargo, Braz, 2014. "Learning in society," Games and Economic Behavior, Elsevier, vol. 87(C), pages 381-396.
  9. Arthur Fishman & Rafael Rob, . "Experimentation and Competition," Penn CARESS Working Papers b530e9a0ad08e45aeff62efaf, Penn Economics Department.
  10. Nicolas Klein & Sven Rady, 2008. "Negatively Correlated Bandits," Working Papers 040, Bavarian Graduate Program in Economics (BGPE).
  11. Andreas Blume & Paul Heidhues, 2003. "Private Monitoring in Auctions," CIG Working Papers SP II 2003-14, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  12. Heski Bar-Isaac, 2001. "Self-confidence and survival," LSE Research Online Documents on Economics 19329, London School of Economics and Political Science, LSE Library.
  13. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2006. "Investment in a Monopoly with Bayesian Learning," Vienna Economics Papers 0603, University of Vienna, Department of Economics.
  14. Parkes, David C. & Huberman, Bernardo A., 2001. "Multiagent Cooperative Search for Portfolio Selection," Games and Economic Behavior, Elsevier, vol. 35(1-2), pages 124-165, April.
  15. Chappell, Henry & Guimaraes, Paulo & Ozturk, Orgul, 2006. "Confessions of an Internet Monopolist: Demand Estimation for a Versioned Information Good," MPRA Paper 10106, University Library of Munich, Germany, revised 2008.
  16. Ignacio Esponda & Demian Pouzo, 2014. "An Equilibrium Framework for Players with Misspecified Models," Papers 1411.1152, arXiv.org.
  17. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.
  18. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1999. "Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited," Econometrica, Econometric Society, vol. 67(4), pages 875-894, July.
  19. Paolo Falco & Stefano A. Caria, 2014. "Do employers trust workers too little? An experimental study of trust in the labour market," Economics Series Working Papers WPS/2014-07, University of Oxford, Department of Economics.
  20. Klumpp, Tilman, 2006. "Linear learning in changing environments," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2577-2611, December.
  21. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  22. Francesco Bogliacino & Giorgio Rampa, 2009. "Quality Risk Aversion, Conjectures, and New Product Diffusion," Quaderni di Dipartimento 092, University of Pavia, Department of Economics and Quantitative Methods.
  23. Karl H. Schlag, . "Why Imitate, and if so, How? A Bounded Rational Approach to Multi- Armed Bandits," ELSE working papers 028, ESRC Centre on Economics Learning and Social Evolution.
  24. Johannes Horner & Larry Samuelson, 2009. "Incentives for Experimenting Agents," Cowles Foundation Discussion Papers 1726RR, Cowles Foundation for Research in Economics, Yale University, revised Mar 2013.
  25. Keller, Godfrey & Oldale, Alison, 2003. "Branching bandits: a sequential search process with correlated pay-offs," Journal of Economic Theory, Elsevier, vol. 113(2), pages 302-315, December.
  26. Godfrey Keller & Sven Rady, 1999. "Market experimentation in a dynamic differentiated-goods duopoly," LSE Research Online Documents on Economics 19346, London School of Economics and Political Science, LSE Library.
  27. Dirk Bergemann & Juuso Valimaki, 1996. "Market Experimentation and Pricing," Cowles Foundation Discussion Papers 1122, Cowles Foundation for Research in Economics, Yale University.
  28. Dirk Bergemann & Juuso Valimaki, 1996. "Experimentation in Markets," Discussion Papers 1220, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  29. Jeffrey R. Campbell & Benjamin Eden, 2005. "Rigid prices: evidence from U.S. scanner data," Working Paper Series WP-05-08, Federal Reserve Bank of Chicago.
  30. Loginova, Oksana & Taylor, Curtis, 2003. "Price Experimentation with Strategic Buyers," Working Papers 03-02, Duke University, Department of Economics.
  31. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
  32. Ehud Kalai & Ehud Lehrer, 1990. "Rational Learning Leads to Nash Equilibrium," Discussion Papers 925, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  33. Dirk Bergemann & Juuso Valimaki, 2000. "Entry and Vertical Differentiation," Cowles Foundation Discussion Papers 1277, Cowles Foundation for Research in Economics, Yale University.
  34. Brezzi, Monica & Lai, Tze Leung, 2002. "Optimal learning and experimentation in bandit problems," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 87-108, November.
  35. Sanjeev Goyal, 2003. "Learning in Networks: a survey," Economics Discussion Papers 563, University of Essex, Department of Economics.
  36. Sonja Brangewitz & Gael Giraud, 2011. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Working Papers 456, Bielefeld University, Center for Mathematical Economics.
  37. Ruiz-Aliseda, Francisco, 2009. "Misinformative advertising," IESE Research Papers D/809, IESE Business School.
  38. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Thinking Ahead: The Decision Problem," Review of Economic Studies, Oxford University Press, vol. 76(4), pages 1205-1238.
  39. Julio J. Rotemberg, 2012. "Prominent Job Advertisements, Group Learning and Wage Dispersion," NBER Working Papers 18638, National Bureau of Economic Research, Inc.
  40. Lones Smith & Peter Norman Sørensen, 2005. "Informational Herding and Optimal Experimentation," Discussion Papers 05-13, University of Copenhagen. Department of Economics.
  41. Volker Britz & Hans Gersbach, 2014. "Experimentation in Democratic Mechanisms," CER-ETH Economics working paper series 14/199, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  42. Epstein, Gil S., 1996. "Changing a decision taken under incomplete informatio during the process of execution," Journal of Economic Behavior & Organization, Elsevier, vol. 29(2), pages 323-329, March.
  43. Eliasson, Gunnar, 1990. "Business Competence, Organizational Learning and Economic Growth: Establishing the Smith-Schumpeter-Wicksell (SSW) Connection," Working Paper Series 264, Research Institute of Industrial Economics, revised Jan 1991.
  44. Chong Huang & Fei Li, 2011. "Bargaining While Learning About New Arrivals, Second Version," PIER Working Paper Archive 13-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 May 2013.
  45. Bergemann, Dirk & Valimaki, Juuso, 1996. "Learning and Strategic Pricing," Econometrica, Econometric Society, vol. 64(5), pages 1125-49, September.
  46. Hu, Yingyao & Kayaba, Yutaka & Shum, Matthew, 2013. "Nonparametric learning rules from bandit experiments: The eyes have it!," Games and Economic Behavior, Elsevier, vol. 81(C), pages 215-231.
  47. Patrick Bolton & Antoine Faure-Grimaud, 2010. "Satisficing Contracts," Review of Economic Studies, Oxford University Press, vol. 77(3), pages 937-971.
  48. Tilman Slembeck, 1999. "Low Information Games - Experimental Evidence on Learning in Ultimatum Bargaining," Experimental 9905001, EconWPA.
  49. Magnac, T. & Robin, J.M., 1992. "Dynamic Stochastic Dominance in Bandit Decision Problems," DELTA Working Papers 92-18, DELTA (Ecole normale supérieure).
  50. Proto, Eugenio & Sgroi, Daniel, 2015. "Biased Beliefs and Imperfect Information," IZA Discussion Papers 8858, Institute for the Study of Labor (IZA).
  51. Fishman, Arthur & Gandal, Neil, 1994. "Experimentation and learning with networks effects," Economics Letters, Elsevier, vol. 44(1-2), pages 103-108.
  52. Thuijsman, F. & Peleg, B. & Amitai, M. & Shmida, A., 1993. "Automata, matching and foraging behavior of bees," Discussion Paper 1993-78, Tilburg University, Center for Economic Research.
  53. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997. "Patterns, Types, and Bayesian Learning," Game Theory and Information 9711002, EconWPA.
  54. Mike Felgenhauer & Elisabeth Schulte, 2014. "Strategic Private Experimentation," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 74-105, November.
  55. Peitz, Martin & Rady, Sven & Trepper, Piers, 2013. "Experimentation in Two-Sided Markets," Working Papers 13-03, University of Mannheim, Department of Economics.
  56. B. Luppi, 2003. "Experimentation and Disappointment," Working Papers 493, Dipartimento Scienze Economiche, Universita' di Bologna.
  57. Alexandre X. Carvalho & Martin L. Puterman, 2005. "Dynamic Optimization and Learning: How Should a Manager set Prices when the Demand Function is Unknown ?," Discussion Papers 1117, Instituto de Pesquisa Econômica Aplicada - IPEA.
  58. Edward P. Lazear, 1995. "Hiring Risky Workers," NBER Working Papers 5334, National Bureau of Economic Research, Inc.
  59. Bose, Subir & Orosel, Gerhard O & Ottaviani, Marco & Vesterlund, Lise, 2005. "Dynamic Monopoly Pricing and Herding," CEPR Discussion Papers 5003, C.E.P.R. Discussion Papers.
  60. Adam Copeland, 2007. "Learning Dynamics with Private and Public Signals," Economic Theory, Springer, vol. 31(3), pages 523-538, June.
  61. Johannes Horner & Larry Samuelson, 2013. "Incentives for Experimenting Agents," Levine's Working Paper Archive 786969000000000671, David K. Levine.
  62. Sylvain Chassang, 2010. "Building Routines: Learning, Cooperation, and the Dynamics of Incomplete Relational Contracts," American Economic Review, American Economic Association, vol. 100(1), pages 448-65, March.
  63. Epstein, Gil S., 1996. "The extraction of natural resources from two sites under uncertainty," Economics Letters, Elsevier, vol. 51(3), pages 309-313, June.
  64. Camargo, Braz, 2007. "Good news and bad news in two-armed bandits," Journal of Economic Theory, Elsevier, vol. 135(1), pages 558-566, July.
  65. Robson, Arthur J., 1998. "Naive Adaptive Behavior and the Observability of Gambles," Games and Economic Behavior, Elsevier, vol. 24(1-2), pages 97-108, July.
  66. Carlos Oyarzun & Johannes Ruf, 2009. "Monotone imitation," Economic Theory, Springer, vol. 41(3), pages 411-441, December.
  67. Johannes Horner & Larry Samuelson, 2009. "Incentives for Experimenting Agents," Cowles Foundation Discussion Papers 1726RRR, Cowles Foundation for Research in Economics, Yale University, revised Jun 2013.
  68. Ignacio Esponda & Demian Pouzo, 2015. "A Framework for Modeling Bounded Rationality: Mis-specified Bayesian-Markov Decision Processes," Papers 1502.06901, arXiv.org.
  69. Berninghaus, Siegfried, 1984. "Activity dispersions and variable planning horizons," Discussion Papers, Series I 183, University of Konstanz, Department of Economics.
  70. Élise PAYZAN LE NESTOUR, 2010. "Bayesian Learning in UnstableSettings: Experimental Evidence Based on the Bandit Problem," Swiss Finance Institute Research Paper Series 10-28, Swiss Finance Institute.
  71. Sorensen, Morten, 2007. "Learning by Investing: Evidence from Venture Capital," SIFR Research Report Series 53, Institute for Financial Research.
  72. Klein, Nicolas, 2013. "Strategic learning in teams," Games and Economic Behavior, Elsevier, vol. 82(C), pages 636-657.
  73. Schlag, Karl H., 1999. "Which one should I imitate?," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 493-522, May.
  74. Martin W. Cripps & Godfrey Keller & Sven Rady, 2002. "Strategic Experimentation: The Case of Poisson Bandits," CESifo Working Paper Series 737, CESifo Group Munich.
  75. John Robst & Kimmarie McGOLDRICK, 1999. "The Measurement of Firm Information About Product Demand," Review of Industrial Organization, Springer, vol. 15(2), pages 149-163, September.
  76. Fabrizio Coricelli & Roman Horváth, 2010. "Price setting and market structure: an empirical analysis of micro data in Slovakia," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 31(2-3), pages 209-233.
  77. Aoyagi, Masaki, 1998. "Mutual Observability and the Convergence of Actions in a Multi-Person Two-Armed Bandit Model," Journal of Economic Theory, Elsevier, vol. 82(2), pages 405-424, October.
  78. Wieland, Volker, 2000. "Learning by doing and the value of optimal experimentation," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 501-534, April.
  79. Dirk Bergemann & Juuso Valimaki, 1999. "Entry and Innovation in Vertically Differentiated Markets," Discussion Papers 1260, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  80. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
  81. Max Blouin & Roberto Serrano, 1998. "A Decentralized Market with Common Values Uncertainty: Non-Steady States," Working Papers 98-5, Brown University, Department of Economics, revised 10 Aug 1998.
  82. Garcia, René, 1986. "La théorie économique de l’information : exposé synthétique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, vol. 62(1), pages 88-109, mars.
  83. Sonja Brangewitz & Gaël Giraud, 2012. "Learning by Trading in Infinite Horizon Strategic Market Games with Default," Documents de travail du Centre d'Economie de la Sorbonne 12062r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
  84. Schlag, Karl H., 1994. "Why Imitate, and if so, How? Exploring a Model of Social Evolution," Discussion Paper Serie B 296, University of Bonn, Germany.
  85. Horvath, Michael & Schivardi, Fabiano & Woywode, Michael, 2001. "On industry life-cycles: delay, entry, and shakeout in beer brewing," International Journal of Industrial Organization, Elsevier, vol. 19(7), pages 1023-1052, July.
  86. Bolton, P. & Harris, C., 1996. "Strategic Experimentation : A Revision," Discussion Paper 1996-27, Tilburg University, Center for Economic Research.
  87. Krahmer, Daniel, 2003. "Entry and experimentation in oligopolistic markets for experience goods," International Journal of Industrial Organization, Elsevier, vol. 21(8), pages 1201-1213, October.
  88. Elena Pastorino, 2004. "Optimal Job Design and Career Dynamics in the Presence of Uncertainty," Econometric Society 2004 North American Summer Meetings 292, Econometric Society.
  89. Spiros Bougheas & Indraneel Dasgupta & Oliver Morrissey, 2007. "Tough love or unconditional charity?," Oxford Economic Papers, Oxford University Press, vol. 59(4), pages 561-582, October.
  90. Kremer, Ilan & Mansour, Yishay & Perry, Motty, 2013. "Implementing the "Wisdom of the Crowd"," The Warwick Economics Research Paper Series (TWERPS) 1024, University of Warwick, Department of Economics.
  91. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
  92. Juan Carlos Berganza, 2000. "Politicians, voters and electoral processes: an overview," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 501-543, September.
  93. Roland G. Fryer, Jr. & Philipp Harms, 2013. "Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability," NBER Working Papers 19043, National Bureau of Economic Research, Inc.
  94. Mason, Robin & Välimäki, Juuso, 2011. "Learning about the arrival of sales," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1699-1711, July.
  95. Bøg, Martin, 2006. "Whom to Observe?," MPRA Paper 8773, University Library of Munich, Germany, revised 14 May 2008.
  96. Spagat, M., 1995. "Leaving some stones unturned: A reassessment of iterative planning theory," Journal of Public Economics, Elsevier, vol. 58(1), pages 85-105, September.
  97. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  98. Nicolas Della Penna & Mark D. Reid, 2011. "Bandit Market Makers," Papers 1112.0076, arXiv.org, revised Aug 2013.
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