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

by Rothschild, Michael

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  1. Proto, Eugenio & Sgroi, Daniel, 2012. "Self Centred Beliefs: An Empircal Approach," CAGE Online Working Paper Series 75, Competitive Advantage in the Global Economy (CAGE).
  2. Heski Bar-Isaac, 2001. "Self-confidence and survival," LSE Research Online Documents on Economics 19329, London School of Economics and Political Science, LSE Library.
  3. Berninghaus, Siegfried, 1984. "Activity dispersions and variable planning horizons," Discussion Papers, Series I 183, University of Konstanz, Department of Economics.
  4. 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.
  5. 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.
  6. 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.
  7. Bergemann, Dirk & Valimaki, Juuso, 1996. "Learning and Strategic Pricing," Econometrica, Econometric Society, vol. 64(5), pages 1125-49, September.
  8. Yingyao Hu & Yutaka Kayaba & Matt Shum, 2010. "Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!," Economics Working Paper Archive 560, The Johns Hopkins University,Department of Economics.
  9. Nicolas Klein & Sven Rady, 2011. "Negatively Correlated Bandits," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 693-732.
  10. J. Michael Harrison & N. Bora Keskin & Assaf Zeevi, 2012. "Bayesian Dynamic Pricing Policies: Learning and Earning Under a Binary Prior Distribution," Management Science, INFORMS, vol. 58(3), pages 570-586, March.
  11. 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.
  12. 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.
  13. Giri Parameswaran, 2012. "Ruling Narrowly: Learning and Law Creation," Working Papers 1419, Princeton University, Department of Economics, Econometric Research Program..
  14. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
  15. repec:cwl:cwldpp:1726rrr is not listed on IDEAS
  16. 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.
  17. Shaun Larcom & Ferdinand Rauch & Tim Willems, 2015. "The Benefits of Forced Experimentation: Striking Evidence from the London Underground Network," CEP Discussion Papers dp1372, Centre for Economic Performance, LSE.
  18. 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.
  19. Lones Smith & Peter Norman Sørensen, 2005. "Informational Herding and Optimal Experimentation," Discussion Papers 05-13, University of Copenhagen. Department of Economics.
  20. Martin Peitz & Sven Rady & Piers Trepper, 2015. "Experimentation in Two-Sided Markets," CESifo Working Paper Series 5346, CESifo Group Munich.
  21. Camargo, Braz, 2007. "Good news and bad news in two-armed bandits," Journal of Economic Theory, Elsevier, vol. 135(1), pages 558-566, July.
  22. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
  23. 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.
  24. Heidhues, Paul & Rady, Sven & Strack, Philipp, 2012. "Strategic Experimentation with Private Payoffs," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 387, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  25. 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.
  26. Juan Carlos Berganza, 2000. "Politicians, voters and electoral processes: an overview," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 501-543, September.
  27. Bergemann, Dirk & Valimaki, Juuso, 2002. "Entry and Vertical Differentiation," Journal of Economic Theory, Elsevier, vol. 106(1), pages 91-125, September.
  28. Sorensen, Morten, 2007. "Learning by Investing: Evidence from Venture Capital," SIFR Research Report Series 53, Institute for Financial Research.
  29. 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.
  30. 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.
  31. 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.
  32. Tilman Slembeck, 1999. "Low Information Games - Experimental Evidence on Learning in Ultimatum Bargaining," Experimental 9905001, EconWPA.
  33. 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.
  34. Deishin Lee & Eric Van den Steen, 2010. "Managing Know-How," Management Science, INFORMS, vol. 56(2), pages 270-285, February.
  35. Dirk Bergemann & Juuso Valimaki, 1999. "Entry and Innovation in Vertically Differentiated Markets," Cowles Foundation Discussion Papers 1226, Cowles Foundation for Research in Economics, Yale University.
  36. 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.
  37. Bolton, P. & Harris, C., 1996. "Strategic Experimentation : A Revision," Discussion Paper 1996-27, Tilburg University, Center for Economic Research.
  38. Elena Pastorino, 2004. "Optimal Job Design and Career Dynamics in the Presence of Uncertainty," Econometric Society 2004 North American Summer Meetings 292, Econometric Society.
  39. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Satisficing Contracts," NBER Working Papers 14654, National Bureau of Economic Research, Inc.
  40. Keller, R Godfrey & Rady, Sven, 2009. "Strategic Experimentation with Poisson Bandits," CEPR Discussion Papers 7270, C.E.P.R. Discussion Papers.
  41. Celik, Levent, 2016. "Competitive provision of tune-ins under common private information," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 113-122.
  42. Fishman, Arthur & Rob, Rafael, 1998. "Experimentation and Competition," Journal of Economic Theory, Elsevier, vol. 78(2), pages 299-320, February.
  43. Johannes Horner & Larry Samuelson, 2009. "Incentives for Experimenting Agents," Cowles Foundation Discussion Papers 1726R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2013.
  44. Mike Felgenhauer & Elisabeth Schulte, 2014. "Strategic Private Experimentation," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 74-105, November.
  45. Sweder van Wijnbergen & Tim Willems, 2012. "Optimal Learning on Climate Change: Why Climate Skeptics should reduce Emissions," Tinbergen Institute Discussion Papers 12-085/2, Tinbergen Institute.
  46. Schlag, Karl H., 1996. "Which one should I imitate?," Discussion Paper Serie B 365, University of Bonn, Germany.
  47. Jacob LaRiviere & Mikolaj Czajkowski & Nick Hanley & Katherine Simpson, 2016. "What is the Causal Impact of Knowledge on Preferences in Stated Preference Studies?," Working Papers 2016-12, Faculty of Economic Sciences, University of Warsaw.
  48. Thierry Magnac & Jean-Marc Robin, 1999. "Dynamic stochastic dominance in bandit decision problems," Theory and Decision, Springer, vol. 47(3), pages 267-295, December.
  49. E. Kalai & E. Lehrer, 2010. "Rational Learning Leads to Nash Equilibrium," Levine's Working Paper Archive 529, David K. Levine.
  50. Chia-Hui Chen & Junichiro Ishida, 2015. "Hierarchical Experimentation," ISER Discussion Paper 0949, Institute of Social and Economic Research, Osaka University.
  51. Agbo, Maxime, 2015. "A perpetual search for talents across overlapping generations: A learning process," Mathematical Social Sciences, Elsevier, vol. 76(C), pages 131-145.
  52. 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.
  53. Godfrey Keller & Sven Rady & Martin Cripps, 2005. "Strategic Experimentation with Exponential Bandits," Econometrica, Econometric Society, vol. 73(1), pages 39-68, 01.
  54. Braz Camargo, 2006. "Learning in Society," 2006 Meeting Papers 435, Society for Economic Dynamics.
  55. 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.
  56. 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.
  57. 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.
  58. Oksana Loginova & Curtis R. Taylor, 2005. "Price Experimentation with Strategic Buyers," Working Papers 0509, Department of Economics, University of Missouri.
  59. 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.
  60. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  61. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2011. "Investment in a Monopoly with Bayesian Learning," Cahiers de recherche 11-05, HEC Montréal, Institut d'économie appliquée.
  62. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Thinking Ahead: The Decision Problem," Review of Economic Studies, Oxford University Press, vol. 76(4), pages 1205-1238.
  63. 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.
  64. Bøg, Martin, 2006. "Whom to Observe?," MPRA Paper 8773, University Library of Munich, Germany, revised 14 May 2008.
  65. Adam Copeland, 2007. "Learning Dynamics with Private and Public Signals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 523-538, June.
  66. Ignacio Esponda & Demian Pouzo, 2015. "Equilibrium in Misspecified Markov Decision Processes," Papers 1502.06901, arXiv.org, revised May 2016.
  67. Maxime C. Cohen & Georgia Perakis & Robert S. Pindyck, 2015. "Pricing with Limited Knowledge of Demand," NBER Working Papers 21679, National Bureau of Economic Research, Inc.
  68. 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.
  69. Jeffrey R. Campbell & Benjamin Eden, 2014. "Rigid Prices: Evidence From U.S. Scanner Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55, pages 423-442, 05.
  70. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997. "Patterns, Types, and Bayesian Learning," Discussion Papers 1177, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  71. 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.
  72. Dirk Bergemann & Juuso Valimaki, 1996. "Experimentation in Markets," Discussion Papers 1220, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  73. Nicolas Della Penna & Mark D. Reid, 2011. "Bandit Market Makers," Papers 1112.0076, arXiv.org, revised Aug 2013.
  74. 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.
  75. 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.
  76. Julio J. Rotemberg, 2012. "Prominent Job Advertisements, Group Learning and Wage Dispersion," NBER Working Papers 18638, National Bureau of Economic Research, Inc.
  77. repec:cwl:cwldpp:1726rr is not listed on IDEAS
  78. Ulrich Doraszelski & Gregory Lewis & Ariel Pakes, 2016. "Just Starting Out: Learning and Equilibrium in a New Market," NBER Working Papers 21996, National Bureau of Economic Research, Inc.
  79. Carlos Oyarzun & Johannes Ruf, 2009. "Monotone imitation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(3), pages 411-441, December.
  80. Dirk Bergemann & Juuso Valimaki, 1996. "Market Experimentation and Pricing," Cowles Foundation Discussion Papers 1122, Cowles Foundation for Research in Economics, Yale University.
  81. 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.
  82. Proto, Eugenio & Sgroi, Daniel, 2015. "Biased Beliefs and Imperfect Information," IZA Discussion Papers 8858, Institute for the Study of Labor (IZA).
  83. Alexandre X. Carvalho & Martin L. Puterman, 2015. "Dynamic Optimization and Learning: How Should a Manager Set Prices When the Demand Function is Unknown?," Discussion Papers 0158, Instituto de Pesquisa Econômica Aplicada - IPEA.
  84. Sanjeev Goyal, 2015. "Networks in Economics: A Perspective on the Literature," Cambridge Working Papers in Economics 1548, Faculty of Economics, University of Cambridge.
  85. Epstein, Gil S., 1996. "The extraction of natural resources from two sites under uncertainty," Economics Letters, Elsevier, vol. 51(3), pages 309-313, June.
  86. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  87. Johannes Horner & Larry Samuelson, 2009. "Incentives for Experimenting Agents," Cowles Foundation Discussion Papers 1726R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2013.
  88. 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.
  89. Klein, Nicolas, 2013. "Strategic learning in teams," Games and Economic Behavior, Elsevier, vol. 82(C), pages 636-657.
  90. Ignacio Esponda & Demian Pouzo, 2014. "Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models," Papers 1411.1152, arXiv.org, revised May 2016.
  91. Cadot, Olivier & Carrere, Celine & Strauss-Kahn, Vanessa, 2011. "OECD imports : diversification of suppliers and quality search," Policy Research Working Paper Series 5627, The World Bank.
  92. Edward P. Lazear, 1995. "Hiring Risky Workers," NBER Working Papers 5334, National Bureau of Economic Research, Inc.
  93. 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.
  94. Awi Federgruen & Aliza Heching, 2002. "Multilocation Combined Pricing and Inventory Control," Manufacturing & Service Operations Management, INFORMS, vol. 4(4), pages 275-295, March.
  95. Ruiz-Aliseda, Francisco, 2009. "Misinformative advertising," IESE Research Papers D/809, IESE Business School.
  96. 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.
  97. Sonja Brangewitz & Gael Giraud, 2011. "Learning in Infinite Horizon Strategic Market Games with Collateral and Incomplete Information," Center for Mathematical Economics Working Papers 456, Center for Mathematical Economics, Bielefeld University.
  98. B. Luppi, 2003. "Experimentation and Disappointment," Working Papers 493, Dipartimento Scienze Economiche, Universita' di Bologna.
  99. Blume, Andreas & Heidhues, Paul, 2006. "Private monitoring in auctions," Journal of Economic Theory, Elsevier, vol. 131(1), pages 179-211, November.
  100. 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.
  101. 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.
  102. Martin W. Cripps & Godfrey Keller & Sven Rady, 2002. "Strategic Experimentation: The Case of Poisson Bandits," CESifo Working Paper Series 737, CESifo Group Munich.
  103. Steven Barta & Pravin Varaiva, 1976. "Microeconomics: Stochastic Models of Price Adjustment," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 3, pages 267-281 National Bureau of Economic Research, Inc.
  104. Mason, Robin & Välimäki, Juuso, 2011. "Learning about the arrival of sales," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1699-1711, July.
  105. Gomes, Renato & Gottlieb, Daniel & Maestri, Lucas, 2016. "Experimentation and project selection: Screening and learning," Games and Economic Behavior, Elsevier, vol. 96(C), pages 145-169.
  106. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.
  107. Kalai, Ehud & Lehrer, Ehud, 1995. "Subjective games and equilibria," Games and Economic Behavior, Elsevier, vol. 8(1), pages 123-163.
  108. 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.
  109. Johannes Horner & Larry Samuelson, 2013. "Incentives for Experimenting Agents," Levine's Working Paper Archive 786969000000000671, David K. Levine.
  110. Klumpp, Tilman, 2006. "Linear learning in changing environments," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2577-2611, December.
  111. Fishman, Arthur & Gandal, Neil, 1994. "Experimentation and learning with networks effects," Economics Letters, Elsevier, vol. 44(1-2), pages 103-108.
  112. 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.
  113. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
  114. repec:esx:essedp:563 is not listed on IDEAS
  115. 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.
  116. 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.
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