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Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits.
Anmol Kagrecha
Jayakrishnan Nair
Krishna P. Jagannathan
Published in:
IEEE Trans. Inf. Theory (2022)
Keyphrases
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risk averse
multi armed bandits
risk neutral
decision makers
stochastic programming
risk aversion
decision making
linear programming
utility function
bandit problems