A revised approach for risk-averse multi-armed bandits under CVaR criterion
Year of publication: |
2021
|
---|---|
Authors: | Najakorn Khajonchotpanya ; Xue, Yilin ; Rujeerapaiboon, Napat |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 4, p. 465-472
|
Subject: | Conditional value-at-risk | Online learning & bandits | Regret analysis | Experiment | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty | E-Learning | E-learning | Risikoaversion | Risk aversion | Lernprozess | Learning process |
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