 Thompson Sampling Algorithms for Mean-Variance BanditsInternational Conference on Machine Learning (ICML), 2020 Qiuyu Zhu Vincent Y. F. Tan |
 Estimation of Spectral Risk MeasuresAAAI Conference on Artificial Intelligence (AAAI), 2019 |
 Distribution oblivious, risk-aware algorithms for multi-armed bandits
with unbounded rewardsNeural Information Processing Systems (NeurIPS), 2019 |
 Risk-Averse Explore-Then-Commit Algorithms for Finite-Time BanditsIEEE Conference on Decision and Control (CDC), 2019 |
