Risk-Averse Stochastic Convex Bandit.

Adrian Rivera Cardoso Huan Xu

Published in: AISTATS (2019)

Keyphrases

risk averse
stochastic programming
risk neutral
multistage
risk aversion
linear program
utility function
decision makers
robust optimization
monte carlo
convex optimization
stochastic model
portfolio management
expected utility
regret bounds
genetic algorithm
cost function