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

13 March 2025

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 Hao Liang Zhimin Luo 66 3 0 12 Jun 2023
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 Joel Q. L. Chang Vincent Y. F. Tan 91 14 0 25 Aug 2021
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 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 Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 63 47 0 03 Jun 2019
Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure Sattar Vakili Qing Zhao 44 90 0 18 Apr 2016