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Risk-Averse Multi-Armed Bandits with Unobserved Confounders: A Case Study in Emotion Regulation in Mobile Health.
Yi Shen
Jessilyn Dunn
Michael M. Zavlanos
Published in:
CoRR (2022)
Keyphrases
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risk averse
multi armed bandits
risk neutral
risk aversion
utility function
decision makers
bandit problems
stochastic programming
portfolio management
observational data
expected utility
bayesian networks
supply chain
probability distribution
probabilistic model
special case
optimal solution