Generalized Risk-Aversion in Stochastic Multi-Armed Bandits.

Alexander Zimin Rasmus Ibsen-Jensen Krishnendu Chatterjee

Published in: CoRR (2014)

Keyphrases

multi armed bandits
risk aversion
utility function
risk averse
expected utility
bandit problems
multi armed bandit
stochastic programming
decision makers
exchange rate
monte carlo
decision theory
decision problems
pareto optimal
stochastic process