A Common Value Experimentation with Multiarmed Bandits

Gao, XJ; Liang, H; Wang, T

Wang, T (reprint author), Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu 611130, Sichuan, Peoples R China.

MATHEMATICAL PROBLEMS IN ENGINEERING, 2018; ():

Abstract

We study a value common experimentation with multiarmed bandits and give an application about the experimentation. The second derivative of value func......

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