This post aims to formalize the bandit problem and employ the EXP3 algorithm to play the game of Rock-Paper-Scissors. While it doesn’t adhere to a conventional textbook approach, as it utilizes an adversarial algorithm within a stochastic environment, which is itself adversarial by nature, the post was valuable in organizing ideas and enhancing comprehension of the bandit problem.

Welcome to my website! I am a Ph.D. candidate in Applied Mathematics with a Bachelor degree in Economics, and I am interested in using data and quantitative analysis to gain insights into economic and financial topics. On this site, you’ll find my research interests and projects. I’m also enjoy sharing my thoughts on books related to economics, finance, mathematics, and statistics. Thank you for visiting, and feel free to reach out if you have any questions or collaboration ideas!