Risk-aware linear bandits with convex loss.
Patrick SauxOdalric-Ambrym MaillardPublished in: CoRR (2022)
Keyphrases
- semi infinite programming
- piecewise linear
- regret bounds
- quadratic function
- fractional programming
- decision making
- convex quadratic
- empirical risk
- semidefinite
- convex sets
- convex hull
- risk analysis
- convex optimization
- lower bound
- finite dimensional
- linear systems
- optimality conditions
- risk factors
- minimum risk
- learning algorithm