Peitz, Martin; Rady, Sven; Trepper, Piers - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2013
We study optimal experimentation by a monopolistic platform in a two-sided mar- ket. The platform provider faces uncertainty about the strength of the externality each side is exerting on the other. It maximizes the expected present value of its profit stream in a continuous-time...