A two armed bandit type problem revisited

Details A two armed bandit type problem revisited A two armed bandit type problem revisited

2005-02-09

arxiv.org/abs/math/0502182v1

Mathematics

Probability

Scientific paper

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.

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