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100 _aDamiano, Ettore and Li, Hao and Suen, Wing
_926472
245 _aLearning while experimenting
260 _aThe Economic Journal: A Journal of the Royal Economic Society 1
300 _a30(625), Jan, 2020: p.65-92
520 _aAn agent performing risky experimentation can benefit from suspending it to learn directly about the state. ‘Positive’ information acquisition seeks news that would confirm the state that favours experimentation. It is used as a last-ditch effort when the agent is pessimistic about the risky arm before abandoning it. ‘Negative’ information acquisition seeks news that would demonstrate that experimentation is futile. It is used as an insurance strategy to avoid wasteful experimentation when the agent is still optimistic. A higher reward from risky experimentation expands the region of beliefs that the agent optimally chooses information acquisition rather than experimentation. – Reproduced
773 _aThe Economic Journal: A Journal of the Royal Economic Society
906 _aINFORMATION AND KNOWLEDGE
942 _cAR