Robust Risk-Averse Stochastic Multi-armed Bandits.

Odalric-Ambrym Maillard

Published in: ALT (2013)

Keyphrases

multi armed bandits
risk averse
stochastic programming
risk neutral
utility function
risk aversion
monte carlo
machine learning
robust optimization
bandit problems
multi armed bandit
decision makers
decision theory
stochastic process