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Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure

18 April 2016

Papers citing "Risk-Averse Multi-Armed Bandit Problems under Mean-Variance Measure"

37 / 37 papers shown

Title
Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms Meltem Tatlı Arpan Mukherjee Prashanth L.A. Karthikeyan Shanmugam A. Tajer 163 1 0 13 Mar 2025
A Risk-Averse Framework for Non-Stationary Stochastic Multi-Armed Bandits Réda Alami Mohammed Mahfoud Mastane Achab 50 1 0 24 Oct 2023
Balancing Risk and Reward: An Automated Phased Release Strategy Yufan Li Jialiang Mao Iavor Bojinov 51 0 0 16 May 2023
Probably Anytime-Safe Stochastic Combinatorial Semi-Bandits Yunlong Hou Vincent Y. F. Tan Zixin Zhong 69 1 0 31 Jan 2023
Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget Fathima Zarin Faizal Jayakrishnan Nair 34 9 0 27 Nov 2022
Conditionally Risk-Averse Contextual Bandits Mónika Farsang Paul Mineiro Wangda Zhang 59 2 0 24 Oct 2022
Risk-Averse Multi-Armed Bandits with Unobserved Confounders: A Case Study in Emotion Regulation in Mobile Health Yi Shen J. Dunn Michael M. Zavlanos 52 1 0 09 Sep 2022
Risk-Aware Linear Bandits: Theory and Applications in Smart Order Routing Jingwei Ji Renyuan Xu Ruihao Zhu 65 0 0 04 Aug 2022
Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs Yifan Lin Yuhao Wang Enlu Zhou 120 4 0 24 Jun 2022
The Survival Bandit Problem Charles Riou Junya Honda Masashi Sugiyama 44 4 0 07 Jun 2022
Federated Multi-Armed Bandits Under Byzantine Attacks Artun Saday Ilker Demirel Yiğit Yıldırım Cem Tekin AAML 64 13 0 09 May 2022
Almost Optimal Variance-Constrained Best Arm Identification Yunlong Hou Vincent Y. F. Tan Zixin Zhong 78 13 0 25 Jan 2022
ESCADA: Efficient Safety and Context Aware Dose Allocation for Precision Medicine Ilker Demirel Ahmet Çelik Cem Tekin 117 4 0 26 Nov 2021
The Fragility of Optimized Bandit Algorithms Lin Fan Peter Glynn 77 13 0 28 Sep 2021
Thompson Sampling for Gaussian Entropic Risk Bandits Ming Liang Ang Eloise Y. Y. Lim Joel Q. L. Chang 42 1 0 14 May 2021
Continuous Mean-Covariance Bandits Yihan Du Siwei Wang Zhixuan Fang Longbo Huang 50 4 0 24 Feb 2021
Optimal Thompson Sampling strategies for support-aware CVaR bandits Dorian Baudry Romain Gautron E. Kaufmann Odalric-Ambrym Maillard 62 33 0 10 Dec 2020
Risk-Constrained Thompson Sampling for CVaR Bandits Joel Q. L. Chang Qiuyu Zhu Vincent Y. F. Tan 54 13 0 16 Nov 2020
Near-Optimal MNL Bandits Under Risk Criteria Guangyu Xi Chao Tao Yuanshuo Zhou 48 3 0 26 Sep 2020
Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 67 6 0 28 Aug 2020
Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning Loris Cannelli Giuseppe Nuti M. Sala O. Szehr OffRL 79 12 0 03 Jul 2020
Risk-Sensitive Reinforcement Learning: Near-Optimal Risk-Sample Tradeoff in Regret Yingjie Fei Zhuoran Yang Yudong Chen Zhaoran Wang Qiaomin Xie 66 67 0 22 Jun 2020
Constrained regret minimization for multi-criterion multi-armed bandits Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 59 7 0 17 Jun 2020
Quantile Multi-Armed Bandits: Optimal Best-Arm Identification and a Differentially Private Scheme Konstantinos E. Nikolakakis Dionysios S. Kalogerias Or Sheffet Anand D. Sarwate 60 11 0 11 Jun 2020
Thompson Sampling Algorithms for Mean-Variance Bandits Qiuyu Zhu Vincent Y. F. Tan 67 45 0 01 Feb 2020
Functional Sequential Treatment Allocation with Covariates Anders Bredahl Kock David Preinerstorfer Bezirgen Veliyev 23 2 0 29 Jan 2020
Safe Linear Stochastic Bandits Kia Khezeli E. Bitar 38 27 0 21 Nov 2019
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices Humoud Alsabah A. Capponi Octavio Ruiz Lacedelli Matt Stern 64 44 0 05 Nov 2019
Rarely-switching linear bandits: optimization of causal effects for the real world B. Lansdell Sofia Triantafillou Konrad Paul Kording 55 4 0 30 May 2019
Risk-Averse Explore-Then-Commit Algorithms for Finite-Time Bandits Ali Yekkehkhany Ebrahim Arian Mohammad Hajiesmaili R. Nagi 25 12 0 30 Apr 2019
Task Recommendation in Crowdsourcing Based on Learning Preferences and Reliabilities Qiyu Kang Wee Peng Tay 131 18 0 27 Jul 2018
Decision Variance in Online Learning Sattar Vakili A. Boukouvalas Qing Zhao OffRL 22 2 0 24 Jul 2018
A General Framework for Bandit Problems Beyond Cumulative Objectives Asaf B. Cassel Shie Mannor Israel Institute of Technology 37 0 0 04 Jun 2018
Cost-aware Cascading Bandits Ruida Zhou Chao Gan Jing Yang Cong Shen 39 18 0 22 May 2018
Secure Mobile Edge Computing in IoT via Collaborative Online Learning Bingcong Li Tianyi Chen G. Giannakis 37 31 0 09 May 2018
Delegating via Quitting Games Juan Afanador Nir Oren Murilo S. Baptista 13 0 0 20 Apr 2018
Optimal sequential treatment allocation Anders Bredahl Kock Martin Thyrsgaard 86 12 0 28 May 2017