Risk-Sensitive and Risk-Neutral Multiarmed Bandits

Eric V. Denardo, Haechurl Park, Uriel G. Rothblum. Risk-Sensitive and Risk-Neutral Multiarmed Bandits. Math. Oper. Res., 32(2):374-394, 2007. [doi]

Authors

Eric V. Denardo

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Haechurl Park

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Uriel G. Rothblum

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