5 citations · 5 across the 1 of their papers we have counts for
2 papers
cs.LG2021
Thompson Sampling for Gaussian Entropic Risk Bandits
Ming Liang Ang, Eloise Y. Y. Lim, Joel Q. L. Chang
The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies exploration-exploitation tradeoff. Standard formulations exclude risk in decision maki…
cs.LG2020★ 5 cited
Risk-Constrained Thompson Sampling for CVaR Bandits
Joel Q. L. Chang, Qiuyu Zhu, Vincent Y. F. Tan
The multi-armed bandit (MAB) problem is a ubiquitous decision-making problem that exemplifies the exploration-exploitation tradeoff. Standard formulations exclude risk in decision…