Risk-Sensitive and Risk-Neutral Multiarmed Bandits (Q5388036)

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scientific article; zbMATH DE number 5279729
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Risk-Sensitive and Risk-Neutral Multiarmed Bandits
scientific article; zbMATH DE number 5279729

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    Risk-Sensitive and Risk-Neutral Multiarmed Bandits (English)
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    27 May 2008
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    multiarmed bandits
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    exponential utility
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    risk-sensitive Markov decision processes
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    optimal stopping
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