A revised approach for risk-averse multi-armed bandits under CVaR criterion
type: Item
instance of: scholarly article
title: A revised approach for risk-averse multi-armed bandits under CVaR criterion
author: Najakorn Khajonchotpanya
author: Yilin Xue
author: Napat Rujeerapaiboon
published in: Operations Research Letters
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 68-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7443045
zbMATH Keywords: online learning and bandits
zbMATH Keywords: regret analysis
zbMATH Keywords: conditional value-at-risk
MaRDI profile type: Publication
full work available at URL: j.orl.2021.05.005
OpenAlex ID: W3160157623
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DOI: 10.1016/J.ORL.2021.05.005
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description: scientific article; zbMATH DE number 7443045