Eric V. Denardo, Haechurl Park, Uriel G. Rothblum. Risk-Sensitive and Risk-Neutral Multiarmed Bandits. Math. Oper. Res., 32(2):374-394, 2007. [doi]
@article{DenardoPR07,
title = {Risk-Sensitive and Risk-Neutral Multiarmed Bandits},
author = {Eric V. Denardo and Haechurl Park and Uriel G. Rothblum},
year = {2007},
doi = {10.1287/moor.1060.0240},
url = {http://dx.doi.org/10.1287/moor.1060.0240},
researchr = {https://researchr.org/publication/DenardoPR07},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {32},
number = {2},
pages = {374-394},
}