Exploration vs Exploitation vs Safety: Risk-Aware Multi-Armed Bandits

Nicolas Galichet, Michèle Sebag, Olivier Teytaud. Exploration vs Exploitation vs Safety: Risk-Aware Multi-Armed Bandits. In Cheng Soon Ong, Tu Bao Ho, editors, Asian Conference on Machine Learning, ACML 2013, Canberra, ACT, Australia, November 13-15, 2013. Volume 29 of JMLR Proceedings, pages 245-260, JMLR.org, 2013. [doi]

Abstract

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