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Near-Optimal MNL Bandits Under Risk Criteria.
Guangyu Xi
Chao Tao
Yuan Zhou
Published in:
AAAI (2021)
Keyphrases
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risk assessment
high risk
minimum risk
stochastic systems
risk management
evaluation criteria
early warning
selection criteria
decision making
multi criteria
risk averse
risk measures
multinomial logit
database
provably near optimal
portfolio management
credit risk
risk analysis
databases