A note on optimal experimentation under risk aversion
type: Item
instance of: scholarly article
title: A note on optimal experimentation under risk aversion
zbMATH Open document ID: 1419.91219
author: Godfrey Keller
author: Vladimír Novák
author: Tim Willems
published in: Journal of Economic Theory
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7001698
zbMATH Keywords: experimentation
zbMATH Keywords: learning
zbMATH Keywords: risk aversion
MaRDI profile type: Publication
full work available at URL: j.jet.2018.11.006
OpenAlex ID: W2899960137
cites work: Strategic Experimentation
cites work: Career concerns with exponential learning
cites work: Risk aversion in expected intertemporal discounted utilities bandit problems
cites work: Strategic experimentation with private payoffs
cites work: Strategic Experimentation with Exponential Bandits
cites work: Strategic experimentation with Poisson bandits
cites work: Risk Aversion in the Small and in the Large
cites work: Funding Criteria for Research, Development, and Exploration Projects
cites work: Optimal Search for the Best Alternative
DOI: 10.1016/J.JET.2018.11.006
description: scientific article; zbMATH DE number 7001698