A note on optimal experimentation under risk aversion

DOI10.1016/j.jet.2018.11.006zbMath1419.91219OpenAlexW2899960137MaRDI QIDQ1757557

Vladimír Novák, Godfrey Keller, Tim Willems

Publication date: 15 January 2019

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.11.006

zbMATH Keywords

learningrisk aversionexperimentation

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

• Strategic experimentation with private payoffs
• Risk aversion in expected intertemporal discounted utilities bandit problems
• Optimal Search for the Best Alternative
• Funding Criteria for Research, Development, and Exploration Projects
• Strategic Experimentation
• Career concerns with exponential learning
• Strategic experimentation with Poisson bandits
• Risk Aversion in the Small and in the Large
• Strategic Experimentation with Exponential Bandits

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