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cs.LG2025
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…
cs.LG2025
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…