A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits

Joel Q. L. Chang, Vincent Y. F. Tan. A Unifying Theory of Thompson Sampling for Continuous Risk-Averse Bandits. In Thirty-Sixth AAAI Conference on Artificial Intelligence, AAAI 2022, Thirty-Fourth Conference on Innovative Applications of Artificial Intelligence, IAAI 2022, The Twelveth Symposium on Educational Advances in Artificial Intelligence, EAAI 2022 Virtual Event, February 22 - March 1, 2022. pages 6159-6166, AAAI Press, 2022. [doi]

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