Common value experimentation

DOI10.1016/j.jet.2015.10.002zbMath1369.91150OpenAlexW2101101111MaRDI QIDQ893414

Jan Eeckhout, Xi Weng

Publication date: 19 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.jet.2015.10.002

zbMATH Keywords

common valuesexperimentationjump-diffusion process

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Stopping times; optimal stopping problems; gambling theory (60G40) Mathematical economics (91B99)

Related Items (3)

Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs ⋮ A common value experimentation with multiarmed bandits ⋮ Firm-specific training

Cites Work

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• Gittins indices in the dynamic allocation problem for diffusion processes
• Reversible stopping (``switching) implies super contact
• Super contact and related optimality conditions
• Lévy bandits: Multi-armed bandits driven by Lévy processes
• Common Learning
• Optimal Experimentation in a Changing Environment
• Experimentation in Markets
• Strategic Experimentation
• Learning Your Comparative Advantages
• Lévy Processes and Stochastic Calculus
• Learning and Strategic Pricing
• Bandit Problems with Lévy Processes
• EFFICIENT LEARNING AND JOB TURNOVER IN THE LABOR MARKET
• Strategic Experimentation with Exponential Bandits
• Stationary multi-choice bandit problems.

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