An exact bandit model for the risk-volatility tradeoff (Q6643162)
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scientific article; zbMATH DE number 7949242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact bandit model for the risk-volatility tradeoff |
scientific article; zbMATH DE number 7949242 |
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An exact bandit model for the risk-volatility tradeoff (English)
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26 November 2024
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sequential stochastic optimization
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continuous time multi-armed bandits
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diffusion processes
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non-Gaussian evolutions
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mean preserving spread
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