IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

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

by Rothschild, Michael

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Godfrey Keller & Martin Cripps, 2003. "Strategic Experimentation with Exponential Bandits," Economics Series Working Papers 143, University of Oxford, Department of Economics.
  2. 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.
  3. 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.
  4. Adam Copeland, 2007. "Learning Dynamics with Private and Public Signals," Economic Theory, Springer, vol. 31(3), pages 523-538, June.
  5. Klein, Nicolas & Rady, Sven, 2008. "Negatively Correlated Bandits," Discussion Papers in Economics 5332, University of Munich, Department of Economics.
  6. E. Kalai & E. Lehrer, 2010. "Rational Learning Leads to Nash Equilibrium," Levine's Working Paper Archive 529, David K. Levine.
  7. Sanjeev Goyal, 2003. "Learning in Networks: a survey," Economics Discussion Papers 563, University of Essex, Department of Economics.
  8. 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.
  9. 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).
  10. Proto, Eugenio & Sgroi, Daniel, 2012. "Self Centred Beliefs: An Empircal Approach," CAGE Online Working Paper Series 75, Competitive Advantage in the Global Economy (CAGE).
  11. Oksana Loginova & Curtis Taylor, 2008. "Price experimentation with strategic buyers," Review of Economic Design, Springer, vol. 12(3), pages 165-187, September.
  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. Fishman, Arthur & Gandal, Neil, 1994. "Experimentation and learning with networks effects," Economics Letters, Elsevier, vol. 44(1-2), pages 103-108.
  14. Schlag, Karl H., 1999. "Which one should I imitate?," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 493-522, May.
  15. Bolton, P. & Harris, C., 1996. "Strategic Experimentation : A Revision," Discussion Paper 1996-27, Tilburg University, Center for Economic Research.
  16. 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.
  17. Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1998. "Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited," Discussion Papers 1228, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  18. Sven Rady & Godfrey Keller, 2007. "Strategic Experimentation with Poisson Bandits," 2007 Meeting Papers 332, Society for Economic Dynamics.
  19. 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.
  20. 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.
  21. Klumpp, Tilman, 2006. "Linear learning in changing environments," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2577-2611, December.
  22. Fishman, Arthur & Rob, Rafael, 1998. "Experimentation and Competition," Journal of Economic Theory, Elsevier, vol. 78(2), pages 299-320, February.
  23. Johannes Horner & Larry Samuelson, 2013. "Incentives for Experimenting Agents," Levine's Working Paper Archive 786969000000000671, David K. Levine.
  24. Ruiz-Aliseda, Francisco, 2009. "Misinformative advertising," IESE Research Papers D/809, IESE Business School.
  25. 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.
  26. Ignacio Esponda & Demian Pouzo, 2015. "A Framework for Modeling Bounded Rationality: Mis-specified Bayesian-Markov Decision Processes," Papers 1502.06901, arXiv.org.
  27. 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.
  28. 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.
  29. Bergemann, Dirk & Valimaki, Juuso, 2002. "Entry and Vertical Differentiation," Journal of Economic Theory, Elsevier, vol. 106(1), pages 91-125, September.
  30. Epstein, Gil S., 1996. "The extraction of natural resources from two sites under uncertainty," Economics Letters, Elsevier, vol. 51(3), pages 309-313, June.
  31. 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.
  32. 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.
  33. Karl H. Schlag, 1995. "Why Imitate, and if so, How? A Bounded Rational Approach to Multi-Armed Bandits," Discussion Paper Serie B 361, University of Bonn, Germany, revised Mar 1996.
  34. S. Nageeb Ali, 2011. "Learning Self-Control," The Quarterly Journal of Economics, Oxford University Press, vol. 126(2), pages 857-893.
  35. Johnson, Timothy C., 2007. "Optimal learning and new technology bubbles," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2486-2511, November.
  36. Bergemann, Dirk & Valimaki, Juuso, 2000. "Experimentation in Markets," Review of Economic Studies, Wiley Blackwell, vol. 67(2), pages 213-34, April.
  37. Subir Bose & Gerhard Orosel & Marco Ottaviani & Lise Vesterlund, 2006. "Dynamic monopoly pricing and herding," RAND Journal of Economics, RAND Corporation, vol. 37(4), pages 910-928, December.
  38. Smith, L. & Sorensen, P., 1997. "Informational Herding and Optimal Experientation," Working papers 97-22, Massachusetts Institute of Technology (MIT), Department of Economics.
  39. 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.
  40. Camargo, Braz, 2014. "Learning in society," Games and Economic Behavior, Elsevier, vol. 87(C), pages 381-396.
  41. Godfrey Keller & Sven Rady, 1998. "Market Experimentation in a Dynamic Differentiated-Goods Duopoly," Game Theory and Information 9810001, EconWPA, revised 20 Aug 1999.
  42. Elena Pastorino, 2004. "Optimal Job Design and Career Dynamics in the Presence of Uncertainty," Econometric Society 2004 North American Summer Meetings 292, Econometric Society.
  43. 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.
  44. 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.
  45. 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.
  46. Mike Felgenhauer & Elisabeth Schulte, 2014. "Strategic Private Experimentation," American Economic Journal: Microeconomics, American Economic Association, vol. 6(4), pages 74-105, November.
  47. 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.
  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. Kalai, Ehud & Lehrer, Ehud, 1995. "Subjective games and equilibria," Games and Economic Behavior, Elsevier, vol. 8(1), pages 123-163.
  50. repec:dgr:kubcen:199378 is not listed on IDEAS
  51. Dirk Bergemann & Juuso Valimaki, 1996. "Learning and Strategic Pricing," Cowles Foundation Discussion Papers 1113, Cowles Foundation for Research in Economics, Yale University.
  52. Peitz, Martin & Rady, Sven & Trepper, Piers, 2013. "Experimentation in Two-Sided Markets," Working Papers 13-03, University of Mannheim, Department of Economics.
  53. Ignacio Esponda & Demian Pouzo, 2014. "An Equilibrium Framework for Players with Misspecified Models," Papers 1411.1152, arXiv.org.
  54. 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.
  55. 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.
  56. Tilman Slembeck, 1999. "Low Information Games - Experimental Evidence on Learning in Ultimatum Bargaining," Experimental 9905001, EconWPA.
  57. 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.
  58. Vives, Xavier, 1997. "Learning from Others: A Welfare Analysis," Games and Economic Behavior, Elsevier, vol. 20(2), pages 177-200, August.
  59. 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.
  60. 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.
  61. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Satisficing Contracts," NBER Working Papers 14654, National Bureau of Economic Research, Inc.
  62. Berninghaus, Siegfried, 1984. "Activity dispersions and variable planning horizons," Discussion Papers, Series I 183, University of Konstanz, Department of Economics.
  63. Proto, Eugenio & Sgroi, Daniel, 2015. "Biased Beliefs and Imperfect Information," IZA Discussion Papers 8858, Institute for the Study of Labor (IZA).
  64. 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.
  65. 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.
  66. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. Camargo, Braz, 2007. "Good news and bad news in two-armed bandits," Journal of Economic Theory, Elsevier, vol. 135(1), pages 558-566, July.
  72. B. Luppi, 2003. "Experimentation and Disappointment," Working Papers 493, Dipartimento Scienze Economiche, Universita' di Bologna.
  73. 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.
  74. Ben Eden & Jeff Campbell, 2004. "Rigid Prices: Evidence from US scanner data," 2004 Meeting Papers 461, Society for Economic Dynamics.
  75. Klein, Nicolas, 2013. "Strategic learning in teams," Games and Economic Behavior, Elsevier, vol. 82(C), pages 636-657.
  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. Juan Carlos Berganza, 2000. "Politicians, voters and electoral processes: an overview," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 501-543, September.
  78. 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.
  79. Julio J. Rotemberg, 2012. "Prominent Job Advertisements, Group Learning and Wage Dispersion," NBER Working Papers 18638, National Bureau of Economic Research, Inc.
  80. Patrick Bolton & Antoine Faure-Grimaud, 2009. "Thinking Ahead: The Decision Problem," Review of Economic Studies, Oxford University Press, vol. 76(4), pages 1205-1238.
  81. Tim Willems, 2013. "Actively Learning by Pricing: A Model of an Experimenting Seller," Economics Series Working Papers 687, University of Oxford, Department of Economics.
  82. repec:dgr:kubcen:199627 is not listed on IDEAS
  83. Carlos Oyarzun & Johannes Ruf, 2009. "Monotone imitation," Economic Theory, Springer, vol. 41(3), pages 411-441, December.
  84. Krahmer, Daniel, 2007. "Equilibrium learning in simple contests," Games and Economic Behavior, Elsevier, vol. 59(1), pages 105-131, April.
  85. Sorensen, Morten, 2007. "Learning by Investing: Evidence from Venture Capital," SIFR Research Report Series 53, Institute for Financial Research.
  86. Nicolas Della Penna & Mark D. Reid, 2011. "Bandit Market Makers," Papers 1112.0076, arXiv.org, revised Aug 2013.
  87. 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.
  88. 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.
  89. Martin W. Cripps & Godfrey Keller & Sven Rady, 2002. "Strategic Experimentation: The Case of Poisson Bandits," CESifo Working Paper Series 737, CESifo Group Munich.
  90. Edward P. Lazear, 1995. "Hiring Risky Workers," NBER Working Papers 5334, National Bureau of Economic Research, Inc.
  91. 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.
  92. 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.
  93. 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.
  94. 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.
  95. 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.
  96. Dirk Bergemann & Juuso Valimaki, 1996. "Market Experimentation and Pricing," Cowles Foundation Discussion Papers 1122, Cowles Foundation for Research in Economics, Yale University.
  97. Mason, Robin & Välimäki, Juuso, 2011. "Learning about the arrival of sales," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1699-1711, July.
  98. Bøg, Martin, 2006. "Whom to Observe?," MPRA Paper 8773, University Library of Munich, Germany, revised 14 May 2008.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.