5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.PR2022★ 5 cited
Strategy-Driven Limit Theorems Associated Bandit Problems
Zengjing Chen, Shui Feng, Guodong Zhang
Motivated by the study of asymptotic behaviour of the bandit problems, we obtain several strategy-driven limit theorems including the law of large numbers, the large deviation prin…
math.PR2021
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
Zengjing Chen, Larry G. Epstein, Guodong Zhang
This paper studies a multi-armed bandit problem where the decision-maker is loss averse, in particular she is risk averse in the domain of gains and risk loving in the domain of lo…