A two armed bandit type problem revisited
classification
🧮 math.PR
keywords
banditproblemarisingarmedarousbenaelementarygames
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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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