Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits

Anmol Kagrecha, Jayakrishnan Nair, Krishna P. Jagannathan. Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits. IEEE Transactions on Information Theory, 68(8):5248-5267, 2022. [doi]

Abstract

Abstract is missing.