HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

Social Learning in One-Arm Bandit Problems

Abstract : We study a two-player one-arm bandit problem in discrete time, in which the risky arm can have two possible types, high and low, the decision to stop experimenting is irreversible, and players observe each other's actions but not each other's payoffs. We prove that all equilibria are in cutoff strategies and provide several qualitative results on the sequence of cutoffs.
Complete list of metadata

https://hal-hec.archives-ouvertes.fr/hal-00464609
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Wednesday, March 17, 2010 - 3:43:20 PM
Last modification on : Wednesday, October 27, 2021 - 2:55:33 PM

Identifiers

  • HAL Id : hal-00464609, version 1

Citation

Nicolas Vieille, Dinah Rosenberg, Eilon Solan. Social Learning in One-Arm Bandit Problems. Econometrica, Econometric Society, 2007, Vol.75,n°6, pp.1591-1611. ⟨hal-00464609⟩

Share

Metrics

Record views

104