Incomplete learning from endogenous data in dynamic allocation.
The writers examine the problem of incomplete learning from endogenous data in dynamic allocation. They note that this problem is commonly referred to as the “discounted multi-armed bandit problem” and that the optimal solution has been shown to be the “index rule” that selects at each stage the ac...
| Publicado en: | Econometrica Vol. 68; no. 6; pp. 1511 - 1517 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
November 2000
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |