Robust Risk-Averse Stochastic Multi-armed Bandits

DOI10.1007/978-3-642-40935-6_16zbMath1407.62039OpenAlexW952196006MaRDI QIDQ2859219

Odalric-Ambrym Maillard

Publication date: 6 November 2013

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-40935-6_16

zbMATH Keywords

concentration of measurecoherent risk measuremulti-armed banditscumulant generative function

Mathematics Subject Classification ID

General considerations in statistical decision theory (62C05)

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