Multi-Armed BanditsRisk-averseRisk measureEntropic Value-at-RiskAutism Spectrum DisorderSocial engagementThe stochastic multi-armed bandit problem is a standard model to solve the exploration-exploitation trade-off in sequential decision problems. In clinical trials, which are sensitive to outlier data, ...
Robust Multiarmed Bandit Problems The multiarmed bandit problem is a popular framewo Lim,EB Andrew,Kim,... - 《Management Science Journal of the Institute of Management Sciences》 被引量: 9发表: 2016年 Minimax Policy for Heavy-tailed Bandits We study the stochastic Multi-Armed Bandit (MAB) pr...
Multi-armed banditscoherent risk measurecumulant generative functionconcentration of measureWe study a variant of the standard stochastic multi-armed bandit problem when one is not interested in the arm with the best mean, but instead in the arm maximizing some coherent risk measure......