A central limit theorem, loss aversion and multi-armed bandits - Chen, Zengjing; Epstein, Larry G.; Zhang, Guodong (Journal of economic theory, 2023)
Keywords: Central limit theorem; Large-horizon approximations; Loss aversion; Multi-armed bandit; Oscillating Brownian motion; Sequential sampling; Central limit theorem; Sequential sampling; Large-horizon approximations; Oscillating Brownian motion; D81; D91; D83; Multi-armed bandit; Loss aversion