Risk-Averse Allocation Indices for Multiarmed Bandit Problem.

Milad Malekipirbazari Özlem Çavus

Published in: IEEE Trans. Autom. Control. (2021)

Keyphrases

risk averse
multiarmed bandit
risk neutral
decision makers
stochastic programming
utility function
risk aversion
resource allocation
portfolio management
expected utility
multistage