A two armed bandit type problem revisited
Probability
2016-08-16 v1
Authors:
Gilles Pagès
Abstract
In a recent paper, M. Bena\"{i}m 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.
Cite
@article{arxiv.math/0502182,
title = {A two armed bandit type problem revisited},
author = {Gilles Pagès},
journal= {arXiv preprint arXiv:math/0502182},
year = {2016}
}
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