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Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards
6 references·1 citing·23 second hop
Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards (2019)Distribution oblivious, risk-aware algori…Concentration bounds for empirical conditional value-at-risk: The unbounded case (2018)Concentration bounds for empi…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 TailBest Arm Identification in Multi-Armed Bandits (2010)Best Arm Identification in Mu…Coherent Measures of Risk (1999)Coherent Measures of RiskRisk-Aware Multi-Armed Bandits With Refined Upper Confidence Bounds (2020)Risk-Aware Multi-Armed Bandit…Some aspects of the sequential design of experiments (1952)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Bandit Algorithms (2020)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Stochastic bandits robust to adversarial corruptions (2018)An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)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)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Sample mean based index policies by O(log n) regret for the multi-armed bandit problem (1995)On Regret-Optimal Learning in Decentralized Multiplayer Multiarmed Bandits (2016)Multi-armed bandits in multi-agent networks (2017)PORTFOLIO SELECTION* (1952)Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure (2016)How to Maximize Clicks for Display Advertisement in Digital Marketing? A Reinforcement Learning Approach (2022)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2010Best Arm Identification in Multi-Armed Bandits418 cited
  • 2013Bandits With Heavy Tail249 cited
  • 2013Risk-Aversion in Multi-armed Bandits97 cited
  • 2013Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems90 cited
  • 2018Concentration bounds for empirical conditional value-at-risk: The unbounded case39 cited

Cited by

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

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