Index policy for multiarmed bandit problem with dynamic risk measures
From MaRDI portal
Publication:6090163
DOI10.1016/j.ejor.2023.08.004MaRDI QIDQ6090163
Milad Malekipirbazari, Özlem Çavuş
Publication date: 14 November 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
stochastic programmingGittins indexmultiarmed bandit problemdynamic coherent risk measuresrisk-averse control
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