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“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View
Sennewald, Ken
;
Wälde, Klaus
-
CESifo
-
2006
Poisson
process
. Our results can be derived because of the proofs presented in the accompanying paper by Sennewald (2006 …
Persistent link: https://www.econbiz.de/10005765876
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2
Strategic Experimentation: The Case of Poisson Bandits
Cripps, Martin W.
;
Keller, Godfrey
;
Rady, Sven
-
CESifo
-
2002
risky arm distributes lumpsum payoffs according to a
Poisson
process
with unknown intensity. Because of free-riding, there …
Persistent link: https://www.econbiz.de/10005051553
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