Estimation of Spectral Risk Measures

22 December 2019

Papers citing "Estimation of Spectral Risk Measures"

4 / 4 papers shown

Title
Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 48 47 0 03 Jun 2019
Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions A. PrashanthL. Krishna Jagannathan R. Kolla 36 13 0 04 Jan 2019
Concentration bounds for empirical conditional value-at-risk: The unbounded case R. Kolla Prashanth L.A. Sanjay P. Bhat Krishna Jagannathan 33 50 0 06 Aug 2018
Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits Nicolas Galichet Michèle Sebag O. Teytaud 79 115 0 06 Jan 2014