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Thompson Sampling Algorithms for Mean-Variance Bandits

1 February 2020

Vincent Y. F. Tan

Papers citing "Thompson Sampling Algorithms for Mean-Variance Bandits"

22 / 22 papers shown

Title
Pretraining Decision Transformers with Reward Prediction for In-Context Multi-task Structured Bandit Learning Subhojyoti Mukherjee Josiah P. Hanna Qiaomin Xie Robert Nowak 255 2 0 07 Jun 2024
Balancing Risk and Reward: An Automated Phased Release Strategy Yufan Li Jialiang Mao Iavor Bojinov 51 0 0 16 May 2023
Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk D. Simchi-Levi Zeyu Zheng Feng Zhu 18 3 0 10 Apr 2023
Only Pay for What Is Uncertain: Variance-Adaptive Thompson Sampling Aadirupa Saha Branislav Kveton 84 2 0 16 Mar 2023
Thompson Sampling for Linear Bandit Problems with Normal-Gamma Priors Björn Lindenberg Karl-Olof Lindahl 54 0 0 06 Mar 2023
Probably Anytime-Safe Stochastic Combinatorial Semi-Bandits Yunlong Hou Vincent Y. F. Tan Zixin Zhong 69 1 0 31 Jan 2023
Conditionally Risk-Averse Contextual Bandits Mónika Farsang Paul Mineiro Wangda Zhang 59 2 0 24 Oct 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 67 4 0 07 Jun 2022
A Survey of Risk-Aware Multi-Armed Bandits Vincent Y. F. Tan Prashanth L.A. Krishna Jagannathan 83 6 0 12 May 2022
Almost Optimal Variance-Constrained Best Arm Identification Yunlong Hou Vincent Y. F. Tan Zixin Zhong 80 13 0 25 Jan 2022
A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits Joel Q. L. Chang Vincent Y. F. Tan 108 14 0 25 Aug 2021
Thompson Sampling for Unimodal Bandits Long Yang Zhao Li Zehong Hu Shasha Ruan Shijian Li Gang Pan Hongyang Chen 14 0 0 15 Jun 2021
Kolmogorov-Smirnov Test-Based Actively-Adaptive Thompson Sampling for Non-Stationary Bandits Gourab Ghatak Hardhik Mohanty Aniq Ur Rahman TTA 132 10 0 30 May 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 81 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
Bayesian Algorithms for Decentralized Stochastic Bandits Anusha Lalitha Andrea J. Goldsmith 109 16 0 20 Oct 2020
Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits Anmol Kagrecha Jayakrishnan Nair Krishna Jagannathan 67 6 0 28 Aug 2020
A General Framework for Bandit Problems Beyond Cumulative Objectives Asaf B. Cassel Shie Mannor Israel Institute of Technology 37 0 0 04 Jun 2018