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Thompson Sampling Algorithms for Mean-Variance Bandits
8 references·0 citing·23 second hop
Thompson Sampling Algorithms for Mean-Variance Bandits (2020)Thompson Sampling Algorithms for Mean-Var…A General Approach to Multi-Armed Bandits Under Risk Criteria (2018)A General Approach to Multi-A…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…Risk-Aversion in Multi-armed Bandits (2013)Risk-Aversion in Multi-armed …Bandits With Heavy Tail (2013)Bandits With Heavy TailAnalysis of Thompson Sampling for the multi-armed bandit problem (2011)Analysis of Thompson Sampling…Risk-Sensitive Online Learning (2006)Risk-Sensitive Online LearningPortfolio Selection (1952)Mutual Fund Performance (1966)How to use expert advice (1997)Mean-variance and value at risk in multi-armed bandit problems (2015)Multi-Armed Bandit Allocation Indices. (1990)Finite-time Analysis of the Multiarmed Bandit Problem (2002)An Empirical Evaluation of Thompson Sampling (2011)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)Introduction to Multi-Armed Bandits (2019)Some aspects of the sequential design of experiments (1952)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Stochastic bandits robust to adversarial corruptions (2018)A/B Testing with Fat Tails (2020)Essays in the Theory of Risk-Bearing. (1972)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)Expected stock returns and volatility (1987)A Perspective on Incentive Design: Challenges and Opportunities (2018)Theory of Games and Economic Behavior (1945)Multi-Armed Bandits: Theory and Applications to Online Learning in Networks (2019)
this work references cited by second hop

References

  • 2011Analysis of Thompson Sampling for the multi-armed bandit problem904 cited
  • 2013Bandits With Heavy Tail249 cited
  • 2013Risk-Aversion in Multi-armed Bandits97 cited
  • 2016Risk-Averse Multi-Armed Bandit Problems Under Mean-Variance Measure86 cited
  • 2014Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits54 cited
  • 2018A General Approach to Multi-Armed Bandits Under Risk Criteria43 cited
  • 2013Robust Risk-Averse Stochastic Multi-armed Bandits42 cited
  • 2006Risk-Sensitive Online Learning33 cited

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