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math.OC2022★ 2 cited
Multiarmed Bandits Problem Under the Mean-Variance Setting
Hongda Hu, Arthur Charpentier, Mario Ghossoub +1
The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each…
math.NA2022
Robust Faber--Schauder approximation based on discrete observations of an antiderivative
Xiyue Han, Alexander Schied
We study the problem of reconstructing the Faber--Schauder coefficients of a continuous function from discrete observations of its antiderivative . For instance, this questi…