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A two armed bandit type problem revisited
Published online by Cambridge University Press: 15 November 2005
Abstract
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.
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- © EDP Sciences, SMAI, 2005
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