Risk averse non-stationary multi-armed bandits

28 September 2021

Papers citing "Risk averse non-stationary multi-armed bandits"

8 / 8 papers shown

Title
Optimal Thompson Sampling strategies for support-aware CVaR bandits Dorian Baudry Romain Gautron E. Kaufmann Odalric-Ambrym Maillard 27 33 0 10 Dec 2020
Risk-Constrained Thompson Sampling for CVaR Bandits Joel Q. L. Chang Qiuyu Zhu Vincent Y. F. Tan 28 13 0 16 Nov 2020
Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 26 6 0 28 Aug 2020
Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR Dylan Troop Frédéric Godin Jia Yuan Yu 23 5 0 03 Dec 2019
A Survey on Practical Applications of Multi-Armed and Contextual Bandits Djallel Bouneffouf Irina Rish 33 122 0 02 Apr 2019
Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions A. PrashanthL. Krishna Jagannathan R. Kolla 24 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 20 50 0 06 Aug 2018
Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits Nicolas Galichet Michèle Sebag O. Teytaud 56 115 0 06 Jan 2014