Index policy for multiarmed bandit problem with dynamic risk measures
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Cites work
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Cited in
(5)- Index policies for campaign promotion strategies in reward-based crowdfunding
- The multi-armed bandit problem under the mean-variance setting
- On the valuation of legacy power production in liberalized markets via option-pricing
- Optimizing sequential decision-making under risk: strategic allocation with switching penalties
- Simple fixes that accommodate switching costs in multi-armed bandits
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