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The K-armed bandit problem with multiple priors

Li, J

Li, J (reprint author), Shanghai Univ Finance & Econ, Sch Econ, Shanghai, Peoples R China.

JOURNAL OF MATHEMATICAL ECONOMICS, 2019; 80 (): 22

Abstract

This paper studies the impact of ambiguity in the classic K-armed bandit problem. I show that two classic results are robust to ambiguity in the multi......

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