Volume 9, June 2005
|Page(s)||277 - 282|
|Published online||15 November 2005|
A two armed bandit type problem revisited
Laboratoire de Probabilités et Modèles Aléatoires,
UMR 7599, Université Paris 6, case 188, 4,
place Jussieu, 75252 Paris Cedex 5, France; firstname.lastname@example.org
Revised: 29 April 2005
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.
Mathematics Subject Classification: 91A20 / 91A12 / 60F99
Key words: Two-armed bandit problem / Kronecker lemma / learning theory / stochastic fictitious play.
© EDP Sciences, SMAI, 2005
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