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CORR 2010
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An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes
15 years 5 months ago
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research.microsoft.com
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
Sham M. Kakade, Ilan Lobel, Hamid Nazerzadeh
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