Now showing items 1-2 of 2

    • Risk-averse allocation indices for multiarmed bandit problem 

      Malekipirbazari, Milad; Çavuş, Özlem (IEEE, 2021-01-25)
      In classical multiarmed bandit problem, the aim is to find a policy maximizing the expected total reward, implicitly assuming that the decision-maker is risk-neutral. On the other hand, the decision-makers are risk-averse ...
    • Risk-averse multi-armed bandit problem 

      Malekipirbazari, Milad (Bilkent University, 2021-08)
      In classical multi-armed bandit problem, the aim is to find a policy maximizing the expected total reward, implicitly assuming that the decision maker is risk-neutral. On the other hand, the decision makers are risk-averse ...