Diffusion Approximations for a Class of Sequential Experimentation Problems

Victor F. Araman
Victor F. Araman
[email protected]
https://orcid.org/0000-0002-3583-8124
Olayan School of Business, American University of Beirut, Beirut 1107 2020, Lebanon;
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,
René A. Caldentey
René A. Caldentey
[email protected]
https://orcid.org/0000-0002-6767-9770
Booth School of Business, The University of Chicago, Chicago, Illinois 60637
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Victor F. Araman

Victor F. Araman

[email protected]

https://orcid.org/0000-0002-3583-8124

Olayan School of Business, American University of Beirut, Beirut 1107 2020, Lebanon;

Search for more papers by this author

,

René A. Caldentey

René A. Caldentey

[email protected]

https://orcid.org/0000-0002-6767-9770

Booth School of Business, The University of Chicago, Chicago, Illinois 60637

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Published Online:28 Dec 2021https://doi.org/10.1287/mnsc.2021.4195

Supplemental Material

mnsc.2021.4195.sm1.pdf

cover image Management Science

Volume 68, Issue 8

August 2022

Pages 5557-6354, iv-v

Article Information

Supplemental Material

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Received:October 31, 2019
Accepted:June 23, 2021
Published Online:December 28, 2021

Copyright © 2021, INFORMS

Cite as

Victor F. Araman, René A. Caldentey (2022) Diffusion Approximations for a Class of Sequential Experimentation Problems. Management Science 68(8):5958-5979.

https://doi.org/10.1287/mnsc.2021.4195

Keywords