Piecewise Stationary Bandits under Risk Criteria.
Sujay BhattGuanhua FangPing LiPublished in: AISTATS (2023)
Keyphrases
- non stationary
- risk management
- evaluation criteria
- multi criteria
- multiple criteria
- real time
- multi armed bandits
- stochastic systems
- selection criteria
- risk assessment
- databases
- risk averse
- early warning
- piecewise linear
- decision makers
- multi objective
- risk factors
- similarity measure
- high risk
- decision making
- feature selection
- portfolio optimization
- multi criteria decision making
- artificial intelligence
- data mining
- neural network
- portfolio theory