Understanding the stochastic dynamics of sequential decision-making processes: a path-integral analysis of multi-armed bandits

DOI10.1063/5.0120076zbMath1537.91079MaRDI QIDQ6548688

C. H. Yeung, Bo Li

Publication date: 1 June 2024

Published in: Chaos (Search for Journal in Brave)

Mathematics Subject Classification ID

Decision theory (91B06) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Stochastic models in economics (91B70)

This page was built for publication: Understanding the stochastic dynamics of sequential decision-making processes: a path-integral analysis of multi-armed bandits