Distributionally-Aware Kernelized Bandit Problems for Risk Aversion.
Sho TakemoriPublished in: ICML (2022)
Keyphrases
- bandit problems
- risk aversion
- expected utility
- utility function
- decision problems
- risk averse
- multi armed bandits
- stochastic programming
- decision makers
- decision theoretic
- decision theory
- risk neutral
- influence diagrams
- pareto optimal
- robust optimization
- optimal strategy
- artificial intelligence
- belief functions
- supply chain
- cooperative
- exchange rate
- linear program
- multistage