Breakdowns

DOI10.3982/TE1670zbMath1395.91083OpenAlexW3187315374MaRDI QIDQ4586084

Godfrey Keller, Sven Rady

Publication date: 11 September 2018

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te1670

zbMATH Keywords

Bayesian learningPoisson processMarkov perfect equilibriumdifferential-difference equationstrategic experimentationpiecewise deterministic processtwo-armed banditsmooth pastingcontinuous pasting

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60)

Related Items (21)

Competitive Investment with Bayesian Learning: Choice of Business Size and Timing ⋮ Learning to disagree in a game of experimentation ⋮ Strategic investment and learning with private information ⋮ The dark side of transparency: when hiding in plain sight works ⋮ Strategic investment evaluation ⋮ Hiding and herding in market entry ⋮ Strategic experimentation with private payoffs ⋮ A dynamic model of censorship ⋮ Undiscounted bandit games ⋮ Optimal learning of a set: or how to edit a journal if you must ⋮ Super- and submodularity of stopping games with random observations ⋮ Stopping with congestion and private payoffs ⋮ Dead ends ⋮ Dynamic expert incentives in teams ⋮ Experimentation with reputation concerns -- dynamic signalling with changing types ⋮ Strategic observation with exponential bandits ⋮ A revision game of experimentation on a common threshold ⋮ Inefficiency of sponsored research ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability ⋮ When to Abandon a Research Project and Search for a New One ⋮ Optimal stopping problems in Lévy models with random observations

This page was built for publication: Breakdowns