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A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits.
Joel Q. L. Chang
Vincent Y. F. Tan
Published in:
AAAI (2022)
Keyphrases
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risk averse
risk neutral
utility function
stochastic programming
risk aversion
decision makers
decision theory
expected utility
theoretical framework
sample size
data mining
sufficient conditions
portfolio management