Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits

DOI10.1109/TIT.2022.3163524zbMath1505.62211arXiv2008.13629OpenAlexW3081894329MaRDI QIDQ5096990

Jayakrishnan Nair, Krishna Jagannathan, Anmol Kagrecha

Publication date: 19 August 2022

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.13629

zbMATH Keywords

fundamental performance limitsstatistically robust MAB algorithms

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Measures of information, entropy (94A17)

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