Abstract : In a recent paper, M. Benaïm and G. Ben Arous solve a multi-armed bandit problem arising in the theory of learning in games. We propose an short elementary proof of this result based on a variant of the Kronecker Lemma.
https://hal.archives-ouvertes.fr/hal-00004198
Contributor : Gilles Pagès <>
Submitted on : Wednesday, February 9, 2005 - 10:58:41 AM Last modification on : Thursday, December 10, 2020 - 10:57:52 AM Long-term archiving on: : Thursday, April 1, 2010 - 8:19:22 PM