A two armed bandit type problem revisited

Gilles Pagès
2005 E S A I M: Probability & Statistics  
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.
doi:10.1051/ps:2005017 fatcat:o37zpbpkszaqxg3pzmky5afil4