A two armed bandit type problem revisited
ESAIM: Probability and Statistics (2010)
- Volume: 9, page 277-282
- ISSN: 1292-8100
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topPagès, Gilles. "A two armed bandit type problem revisited." ESAIM: Probability and Statistics 9 (2010): 277-282. <http://eudml.org/doc/104337>.
@article{Pagès2010,
abstract = {
In Benaïm and Ben Arous (2003) is solved a multi-armed
bandit problem arising in the theory of learning in games. We propose
a short and elementary proof of this result based on a variant of
the Kronecker lemma.
},
author = {Pagès, Gilles},
journal = {ESAIM: Probability and Statistics},
keywords = {Two-armed bandit problem; Kronecker
lemma; learning theory; stochastic fictitious play.; Kronecker lemma; stochastic fictitious play},
language = {eng},
month = {3},
pages = {277-282},
publisher = {EDP Sciences},
title = {A two armed bandit type problem revisited},
url = {http://eudml.org/doc/104337},
volume = {9},
year = {2010},
}
TY - JOUR
AU - Pagès, Gilles
TI - A two armed bandit type problem revisited
JO - ESAIM: Probability and Statistics
DA - 2010/3//
PB - EDP Sciences
VL - 9
SP - 277
EP - 282
AB -
In Benaïm and Ben Arous (2003) is solved a multi-armed
bandit problem arising in the theory of learning in games. We propose
a short and elementary proof of this result based on a variant of
the Kronecker lemma.
LA - eng
KW - Two-armed bandit problem; Kronecker
lemma; learning theory; stochastic fictitious play.; Kronecker lemma; stochastic fictitious play
UR - http://eudml.org/doc/104337
ER -
References
top- M. Benaïm, Dynamics of stochastic algorithms, in Séminaire de probabilités XXXIII, J. Azéma et al. Eds., Springer-Verlag, Berlin. Lect. Notes Math.1708 (1999) 1–68.
- M. Benaïm and G. Ben Arous, A two armed bandit type problem. Game Theory32 (2003) 3–16.
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