76 citations · 308 across the 72 of their papers we have counts for
3 papers · 1 filter
Risk-Averse Multi-Armed Bandits with Unobserved Confounders: A Case Study in Emotion Regulation in Mobile Health
Yi Shen, Jessilyn Dunn, Michael M. Zavlanos
In this paper, we consider a risk-averse multi-armed bandit (MAB) problem where the goal is to learn a policy that minimizes the risk of low expected return, as opposed to maximizi…
A Zeroth-Order Momentum Method for Risk-Averse Online Convex Games
Zifan Wang, Yi Shen, Zachary I. Bell +3
We consider risk-averse learning in repeated unknown games where the goal of the agents is to minimize their individual risk of incurring significantly high cost. Specifically, the…
Risk-Averse No-Regret Learning in Online Convex Games
Zifan Wang, Yi Shen, Michael M. Zavlanos
We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, w…