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Mean-variance and value at risk in multi-armed bandit problems
15 references·1 citing·40 second hop
Mean-variance and value at risk in multi-armed bandit problems (2015)Mean-variance and value at risk in multi-…Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits (2014)Exploration vs Exploitation v…Risk-Aversion in Multi-armed Bandits (2013)Risk-Aversion in Multi-armed …Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems (2013)Deterministic Sequencing of E…Bandits With Heavy Tail (2013)Bandits With Heavy TailLinear Bandits in High Dimension and Recommendation Systems (2012)Linear Bandits in High Dimens…Decentralized learning for multi-player multi-armed bandits (2012)Decentralized learning for mu…Combinatorial Network Optimization With Unknown Variables: Multi-Armed Bandits With Linear Rewards and Individual Observations (2012)Combinatorial Network Optimiz…UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem (2010)UCB revisited: Improved regre…Distributed Learning in Multi-Armed Bandit With Multiple Players (2010)Distributed Learning in Multi…Risk-Sensitive Online Learning (2006)Risk-Sensitive Online LearningThe Nonstochastic Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed …Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Markowitz Revisited: Mean-Var…The Continuum-Armed Bandit Problem (1995)The Continuum-Armed Bandit Pr…Portfolio Selection (1952)Portfolio SelectionRisk-Aware Multi-Armed Bandits With Refined Upper Confidence Bounds (2020)Risk-Aware Multi-Armed Bandit…Exploration–exploitation tradeoff using variance estimates in multi-armed bandits (2009)The multi-armed bandit problem with covariates (2011)The best of both worlds: stochastic and adversarial bandits (2012)Almost Optimal Exploration in Multi-Armed Bandits (2013)Some aspects of the sequential design of experiments (1952)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure (2016)Stochastic bandits robust to adversarial corruptions (2018)A/B Testing with Fat Tails (2020)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Asymptotically efficient allocation rules for the multiarmed bandit problem with multiple plays-Part I: I.I.D. rewards (1987)Improved Rates for the Stochastic Continuum-Armed Bandit Problem (2007)Online linear optimization and adaptive routing (2007)Combinatorial Multi-Armed Bandit and Its Extension to Probabilistically Triggered Arms (2014)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Using confidence bounds for exploitation-exploration trade-offs (2003)Stochastic Linear Optimization Under Bandit Feedback (2008)Decentralized Learning for Multiplayer Multiarmed Bandits (2014)Cascading Bandits: Learning to Rank in the Cascade Model (2015)Sample mean based index policies byO(logn) regret for the multi-armed bandit problem (1995)1 1 Online Learning of Rested and Restless Bandits (2012)Learning in a Changing World: Restless Multiarmed Bandit With Unknown Dynamics (2012)Multi-Player Bandits -- a Musical Chairs Approach (2015)Coherent Measures of Risk (1999)Risk-aware multi-armed bandit problem with application to portfolio selection (2017)Robo-Advising: Learning Investors’ Risk Preferences via Portfolio Choices* (2019)Theory of games and economic behavior (2019)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Optimization Methods in Finance (2006)Robust portfolios: contributions from operations research and finance (2009)Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem (2011)Prediction, Learning, and Games (2006)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
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  • 2002The Nonstochastic Multiarmed Bandit Problem2,210 cited
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  • 2010Distributed Learning in Multi-Armed Bandit With Multiple Players386 cited
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  • 2013Bandits With Heavy Tail249 cited
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  • 2012Linear Bandits in High Dimension and Recommendation Systems44 cited
  • 2012Decentralized learning for multi-player multi-armed bandits33 cited
  • 2006Risk-Sensitive Online Learning33 cited

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  • 2020Risk-Aware Multi-Armed Bandits With Refined Upper Confidence Bounds25 cited