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A two armed bandit type problem revisited

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.
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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

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Gilles Pagès. A two armed bandit type problem revisited. 2005. ⟨hal-00004198⟩

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