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econ.TH2021
High Dimensional Decision Making, Upper and Lower Bounds
Farzad Pourbabaee
A decision maker's utility depends on her action and the payoff relevant state of the world . One can define the value of acquiring new inform…
econ.TH2021★ 4 cited
Robust Experimentation in the Continuous Time Bandit Problem
Farzad Pourbabaee
We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distrib…