A Survey of Risk-Aware Multi-Armed Bandits

A Survey of Risk-Aware Multi-Armed Bandits

International Joint Conference on Artificial Intelligence (IJCAI), 2022

12 May 2022

Vincent Y. F. Tan

Krishna Jagannathan

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Papers citing "A Survey of Risk-Aware Multi-Armed Bandits"

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Title
Learning When Not to Learn: Risk-Sensitive Abstention in Bandits with Unbounded Rewards Sarah Liaw Benjamin Plaut 86 0 0 16 Oct 2025
Order Optimal Regret Bounds for Sharpe Ratio Optimization in the Bandit Setting Mohammad Taha Shah Sabrina Khurshid Gourab Ghatak 36 0 0 19 Aug 2025
A Risk-Averse Framework for Non-Stationary Stochastic Multi-Armed Bandits Réda Alami Mohammed Mahfoud Mastane Achab 134 1 0 24 Oct 2023
Max-Quantile Grouped Infinite-Arm BanditsInternational Conference on Algorithmic Learning Theory (ALT), 2022 Ivan Lau Yan Hao Ling Mayank Shrivastava Jonathan Scarlett 194 1 0 04 Oct 2022
Risk-Aware Linear Bandits: Theory and Applications in Smart Order RoutingSocial Science Research Network (SSRN), 2022 Jingwei Ji Renyuan Xu Ruihao Zhu 200 0 0 04 Aug 2022
Almost Optimal Variance-Constrained Best Arm IdentificationIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2022 Yunlong Hou Vincent Y. F. Tan Zixin Zhong 186 14 0 25 Jan 2022