Risk aversion in expected intertemporal discounted utilities bandit problems

DOI10.1007/S11238-008-9105-3zbMath1186.91098OpenAlexW2091465219MaRDI QIDQ1036105

Michel De Lara, Jean-Philippe Chancelier, André de Palma

Publication date: 4 November 2009

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: http://thema.u-cergy.fr/IMG/documents/2007-15.pdf

zbMATH Keywords

expected utilityrisk aversionbandit problem

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

A note on optimal experimentation under risk aversion

Cites Work

• Dynamic stochastic dominance in bandit decision problems
• Risk Aversion in the Small and in the Large
• Risk-Sensitive and Risk-Neutral Multiarmed Bandits
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