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math.PR2023
An exact bandit model for the risk-volatility tradeoff
Max-Olivier Hongler, Renaud Rivier
We revisit the two-armed bandit (TAB) problem where both arms are driven by diffusive stochastic processes with a common instantaneous reward. We focus on situations where the Rado…
nlin.AO2023
Stochastic Pairwise Preference Convergence in Bayesian Agents
Jordan T Kemp, Max-Olivier Hongler, Olivier Gallay
Beliefs inform the behavior of forward-thinking agents in complex environments. Recently, sequential Bayesian inference has emerged as a mechanism to study belief formation among a…