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Found 3 papers, 1 papers with code
A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits
This paper unifies the design and the analysis of risk-averse Thompson sampling algorithms for the multi-armed bandit problem for a class of risk functionals $\rho$ that are continuous and dominant.
Thompson Sampling for Gaussian Entropic Risk Bandits
The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies exploration-exploitation tradeoff.
Risk-Constrained Thompson Sampling for CVaR Bandits
The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies the exploration-exploitation tradeoff.
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