Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163)
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scientific article; zbMATH DE number 7764648
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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