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Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure.
Sattar Vakili
Qing Zhao
Published in:
CoRR (2016)
Keyphrases
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risk averse
utility function
risk aversion
risk neutral
decision makers
stochastic programming
expected utility
portfolio management
multi armed bandit problems
artificial intelligence
lower bound
probability distribution
decision problems
belief revision