A two armed bandit type problem revisited
ESAIM: Probability and Statistics (2005)
- 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 (2005): 277-282. <http://eudml.org/doc/246039>.
@article{Pagès2005,
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; Two-armed bandit problem},
language = {eng},
pages = {277-282},
publisher = {EDP-Sciences},
title = {A two armed bandit type problem revisited},
url = {http://eudml.org/doc/246039},
volume = {9},
year = {2005},
}
TY - JOUR
AU - Pagès, Gilles
TI - A two armed bandit type problem revisited
JO - ESAIM: Probability and Statistics
PY - 2005
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; Two-armed bandit problem
UR - http://eudml.org/doc/246039
ER -
References
top- [1] 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. Zbl0955.62085
- [2] M. Benaïm and G. Ben Arous, A two armed bandit type problem. Game Theory 32 (2003) 3–16. Zbl1101.91306
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