Thompson Sampling Algorithms for Mean-Variance Bandits

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Thompson Sampling Algorithms for Mean-Variance Bandits

1 February 2020

Vincent Y. F. Tan

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Papers citing "Thompson Sampling Algorithms for Mean-Variance Bandits"

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Title
Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learning Subhojyoti Mukherjee Josiah P. Hanna Qiaomin Xie Robert Nowak 243 2 0 07 Jun 2024
Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions A. PrashanthL. Krishna Jagannathan R. Kolla 53 13 0 04 Jan 2019
Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure Sattar Vakili Qing Zhao 44 90 0 18 Apr 2016
Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits Nicolas Galichet Michèle Sebag O. Teytaud 107 115 0 06 Jan 2014
Bandits with heavy tail Sébastien Bubeck Nicolò Cesa-Bianchi Gábor Lugosi 196 294 0 08 Sep 2012