Index policy for multiarmed bandit problem with dynamic risk measures
From MaRDI portal
Publication:6090163
Cites work
- scientific article; zbMATH DE number 4154239 (Why is no real title available?)
- scientific article; zbMATH DE number 4087408 (Why is no real title available?)
- scientific article; zbMATH DE number 3687126 (Why is no real title available?)
- scientific article; zbMATH DE number 3720710 (Why is no real title available?)
- scientific article; zbMATH DE number 3474804 (Why is no real title available?)
- scientific article; zbMATH DE number 2247414 (Why is no real title available?)
- A Note on M. N. Katehakis' and Y.-R. Chen's Computation of the Gittins Index
- A generalized Gittins index for a Markov chain and its recursive calculation
- A short proof of the Gittins index theorem
- A unified framework for stochastic optimization
- Algorithms for evaluating the dynamic allocation index
- Arm-acquiring bandits
- Big-Data Streaming Applications Scheduling Based on Staged Multi-armed Bandits
- Branching Bandit Processes
- Coherent measures of risk
- Coherent multiperiod risk adjusted values and Bellman's principle
- Computational methods for risk-averse undiscounted transient Markov models
- Conditional Risk Mappings
- Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems
- Convex risk measures and the dynamics of their penalty functions
- Dual Stochastic Dominance and Related Mean-Risk Models
- Dynamic allocation problems in continuous time
- Dynamic coherent risk measures
- Dynamic monetary risk measures for bounded discrete-time processes
- Extensions of the multiarmed bandit problem: The discounted case
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- Gittins' theorem under uncertainty
- Inverse portfolio problem with coherent risk measures
- Lectures on Stochastic Programming
- Multi-armed bandit models for the optimal design of clinical trials: benefits and challenges
- Multi-armed bandits in discrete and continuous time
- On consistency of stochastic dominance and mean-semideviation models
- On scheduling influential stochastic tasks on a single machine
- On the Gittins index for multiarmed bandits
- Optimal decision indices for R\&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index
- Optimization of Convex Risk Functions
- Restless bandits, partial conservation laws and indexability
- Risk-Averse Allocation Indices for Multiarmed Bandit Problem
- Risk-Sensitive and Risk-Neutral Multiarmed Bandits
- Risk-averse control of undiscounted transient Markov models
- Risk-averse dynamic programming for Markov decision processes
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Sequential Decision Making With Coherent Risk
- The Multi-Armed Bandit Problem: Decomposition and Computation
- The multi-armed bandit, with constraints
This page was built for publication: Index policy for multiarmed bandit problem with dynamic risk measures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6090163)