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Risk-Aversion in Multi-armed Bandits
8 references·9 citing·36 second hop
Risk-Aversion in Multi-armed Bandits (2013)Risk-Aversion in Multi-armed BanditsTheory of games and economic behavior (2019)Theory of games and economic …Regret Bounds and Minimax Policies under Partial Monitoring (2010)Regret Bounds and Minimax Pol…Exploration–exploitation tradeoff using variance estimates in multi-armed bandits (2009)Exploration–exploitation trad…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…The Economics of Risk and Time (2001)The Economics of Risk and TimeCoherent Measures of Risk (1999)Coherent Measures of RiskSome aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Spoiled for Choice? Personalized Recommendation for Healthcare Decisions: A Multiarmed Bandit Approach (2023)Spoiled for Choice? Personali…Robo-Advising: Learning Investors’ Risk Preferences via Portfolio Choices* (2019)Robo-Advising: Learning Inves…What Doubling Tricks Can and Can't Do for Multi-Armed Bandits (2018)What Doubling Tricks Can and …Stochastic satisficing account of confidence in uncertain value-based decisions (2017)Stochastic satisficing accoun…Risk-aware multi-armed bandit problem with application to portfolio selection (2017)Risk-aware multi-armed bandit…Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure (2016)Risk-Averse Multi-Armed Bandi…Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits (2014)Exploration vs Exploitation v…Robust Risk-Averse Stochastic Multi-armed Bandits (2013)Robust Risk-Averse Stochastic…The Role of Delayed Consequences in Human Decision-MakingThe Role of Delayed Consequen…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)A Stochastic Approximation Method (1951)Bandit Processes and Dynamic Allocation Indices (1979)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)On Bayesian Upper Confidence Bounds for Bandit Problems (2012)Optimistic bayesian sampling in contextual-bandit problems (2012)Regret in Online Combinatorial Optimization (2013)Multi-Armed Bandit Allocation Indices. (1990)The KL-UCB Algorithm for Bounded Stochastic Bandits and Beyond (2011)Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Intrinsic motivation, curiosity, and learning (2016)Portfolio Selection (1952)Expected stock returns and volatility (1987)A Perspective on Incentive Design: Challenges and Opportunities (2018)PORTFOLIO SELECTION* (1952)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Risk Aversion and Incentive Effects (2002)AlphaPortfolio for Investment and Economically Interpretable AI (2020)Recent Advances in Reinforcement Learning in Finance (2021)Robo-Advising (2021)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)
this work references cited by second hop

References

  • 2019Theory of games and economic behavior16,630 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 2009Exploration–exploitation tradeoff using variance estimates in multi-armed bandits571 cited
  • 2010Regret Bounds and Minimax Policies under Partial Monitoring213 cited

Cited by

  • 2016Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure86 cited
  • 2019Robo-Advising: Learning Investors’ Risk Preferences via Portfolio Choices*61 cited
  • 2017Risk-aware multi-armed bandit problem with application to portfolio selection61 cited
  • 2018What Doubling Tricks Can and Can't Do for Multi-Armed Bandits56 cited
  • 2014Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits54 cited
  • 2023Spoiled for Choice? Personalized Recommendation for Healthcare Decisions: A Multiarmed Bandit Approach46 cited
  • 2013Robust Risk-Averse Stochastic Multi-armed Bandits

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42 cited
  • 2017Stochastic satisficing account of confidence in uncertain value-based decisions3 cited
  • n.d.The Role of Delayed Consequences in Human Decision-Making2 cited