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CORR
2010
Springer
189views Education» more  CORR 2010»
13 years 3 months ago
An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
Sham M. Kakade, Ilan Lobel, Hamid Nazerzadeh