2 citations · 3 across the 8 of their papers we have counts for
4 papers · 1 filter
EVaR-Optimal Arm Identification in Bandits
Mehrasa Ahmadipour, Aurélien Garivier
We study the fixed-confidence best arm identification (BAI) problem within the multi-armed bandit (MAB) framework under the Entropic Value-at-Risk (EVaR) criterion. Our analysis co…
Identifying the Best Transition Law
Mehrasa Ahmadipour, élise Crepon, Aurélien Garivier
Motivated by recursive learning in Markov Decision Processes, this paper studies best-arm identification in bandit problems where each arm's reward is drawn from a multinomial dist…
Efficient Risk-sensitive Planning via Entropic Risk Measures
Alexandre Marthe, Samuel Bounan, Aurélien Garivier +1
Risk-sensitive planning aims to identify policies maximizing some tail-focused metrics in Markov Decision Processes (MDPs). Such an optimization task can be very costly for the mos…
Sequential Learning of the Pareto Front for Multi-objective Bandits
Elise Crépon, Aurélien Garivier, Wouter M Koolen
We study the problem of sequential learning of the Pareto front in multi-objective multi-armed bandits. An agent is faced with K possible arms to pull. At each turn she picks one,…