Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163): Difference between revisions

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Latest revision as of 18:20, 30 December 2024

scientific article; zbMATH DE number 7764648
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English
Index policy for multiarmed bandit problem with dynamic risk measures
scientific article; zbMATH DE number 7764648

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    Index policy for multiarmed bandit problem with dynamic risk measures (English)
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    14 November 2023
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    stochastic programming
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    multiarmed bandit problem
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    Gittins index
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    dynamic coherent risk measures
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    risk-averse control
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