Strategic experimentation with Poisson bandits

DOI10.3982/TE595zbMath1198.91046OpenAlexW3121262125MaRDI QIDQ4932243

Sven Rady, Godfrey Keller

Publication date: 1 October 2010

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

Full work available at URL: https://doi.org/10.3982/te595

zbMATH Keywords

Bayesian learningPoisson processMarkov perfect equilibriumdifferential-difference equationstrategic experimentationpiecewise deterministic processtwo-armed bandit

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26) Probabilistic games; gambling (91A60) Experimental studies (91A90)

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