Risk-Averse Allocation Indices for Multiarmed Bandit Problem

DOI10.1109/TAC.2021.3053539OpenAlexW3123199023MaRDI QIDQ5033850

Milad Malekipirbazari, Özlem Çavuş

Publication date: 24 February 2022

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2021.3053539

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (3)

Index policy for multiarmed bandit problem with dynamic risk measures ⋮ On the Gittins index for multiarmed bandits ⋮ A revised approach for risk-averse multi-armed bandits under CVaR criterion

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