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A two armed bandit type problem revisited

Gilles Pagès
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Abstract

In a recent paper, M. Benaïm 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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Gilles Pagès. 2005-02-09. A two armed bandit type problem revisited. https://arxiv.org/abs/math/0502182

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