Risk-Aversion in Multi-armed Bandits

Amir Sani Alessandro Lazaric Rémi Munos

Published in: CoRR (2013)

Keyphrases

multi armed bandits
risk aversion
utility function
expected utility
bandit problems
risk averse
risk neutral
exchange rate
multi armed bandit
stochastic programming
decision makers
inventory level
decision problems
cost sensitive
decision theoretic
decision theory