A two armed bandit type problem revisited
ESAIM: Probability and Statistics, Tome 9 (2005), pp. 277-282.

In Benaïm and Ben Arous (2003) is solved a multi-armed bandit problem arising in the theory of learning in games. We propose a short and elementary proof of this result based on a variant of the Kronecker lemma.

DOI : 10.1051/ps:2005017
Classification : 91A20, 91A12, 60F99
Mots clés : two-armed bandit problem, Kronecker lemma, learning theory, stochastic fictitious play
@article{PS_2005__9__277_0,
     author = {Pag\`es, Gilles},
     title = {A two armed bandit type problem revisited},
     journal = {ESAIM: Probability and Statistics},
     pages = {277--282},
     publisher = {EDP-Sciences},
     volume = {9},
     year = {2005},
     doi = {10.1051/ps:2005017},
     mrnumber = {2174870},
     zbl = {1136.91327},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps:2005017/}
}
TY  - JOUR
AU  - Pagès, Gilles
TI  - A two armed bandit type problem revisited
JO  - ESAIM: Probability and Statistics
PY  - 2005
SP  - 277
EP  - 282
VL  - 9
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps:2005017/
DO  - 10.1051/ps:2005017
LA  - en
ID  - PS_2005__9__277_0
ER  - 
%0 Journal Article
%A Pagès, Gilles
%T A two armed bandit type problem revisited
%J ESAIM: Probability and Statistics
%D 2005
%P 277-282
%V 9
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps:2005017/
%R 10.1051/ps:2005017
%G en
%F PS_2005__9__277_0
Pagès, Gilles. A two armed bandit type problem revisited. ESAIM: Probability and Statistics, Tome 9 (2005), pp. 277-282. doi : 10.1051/ps:2005017. http://archive.numdam.org/articles/10.1051/ps:2005017/

[1] M. Benaïm, Dynamics of stochastic algorithms, in Séminaire de probabilités XXXIII, J. Azéma et al. Eds., Springer-Verlag, Berlin. Lect. Notes Math. 1708 (1999) 1-68. | Numdam | Zbl

[2] M. Benaïm and G. Ben Arous, A two armed bandit type problem. Game Theory 32 (2003) 3-16. | Zbl

Cité par Sources :