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Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms

Meltem Tatlı
Arpan Mukherjee
Prashanth L.A.
Karthikeyan Shanmugam
A. Tajer
ArXiv (abs)PDFHTML

Papers citing "Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms"

7 / 7 papers shown
Title
A Distribution Optimization Framework for Confidence Bounds of Risk Measures
A Distribution Optimization Framework for Confidence Bounds of Risk Measures
Hao Liang
Zhimin Luo
66
3
0
12 Jun 2023
Top Two Algorithms Revisited
Top Two Algorithms Revisited
Marc Jourdan
Rémy Degenne
Dorian Baudry
R. D. Heide
E. Kaufmann
68
42
0
13 Jun 2022
A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits
A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits
Joel Q. L. Chang
Vincent Y. F. Tan
91
14
0
25 Aug 2021
Policy Gradient Methods for Distortion Risk Measures
Policy Gradient Methods for Distortion Risk Measures
Nithia Vijayan
Prashanth L.A.
125
5
0
09 Jul 2021
Optimal Thompson Sampling strategies for support-aware CVaR bandits
Optimal Thompson Sampling strategies for support-aware CVaR bandits
Dorian Baudry
Romain Gautron
E. Kaufmann
Odalric-Ambrym Maillard
49
33
0
10 Dec 2020
Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards
Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewards
Anmol Kagrecha
Jayakrishnan Nair
Krishna Jagannathan
63
47
0
03 Jun 2019
Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure
Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure
Sattar Vakili
Qing Zhao
44
90
0
18 Apr 2016

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