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Robust Risk-Averse Stochastic Multi-armed Bandits
16 references·1 citing·35 second hop
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 2002The Nonstochastic Multiarmed Bandit Problem2,210 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
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  • 2006Coherent multiperiod risk adjusted values and Bellman’s principle409 cited
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  • 2007Coherent Approaches to Risk in Optimization Under Uncertainty238 cited
  • 1996Optimal Adaptive Policies for Sequential Allocation Problems219 cited
  • 2013Kullback–Leibler upper confidence bounds for optimal sequential allocation181 cited
  • 2010An Asymptotically Optimal Bandit Algorithm for Bounded Support Models.139 cited

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  • 2011A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences121 cited
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    • 2019Multi-Armed Bandits: Theory and Applications to Online Learning in Networks35 cited