Guangwu Liu, Wen Shi, Kun Zhang. An Upper Confidence Bound Approach to Estimating Coherent Risk Measures. In 2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019. pages 914-925, IEEE, 2019. [doi]
@inproceedings{LiuSZ19-7,
title = {An Upper Confidence Bound Approach to Estimating Coherent Risk Measures},
author = {Guangwu Liu and Wen Shi and Kun Zhang},
year = {2019},
doi = {10.1109/WSC40007.2019.9004921},
url = {https://doi.org/10.1109/WSC40007.2019.9004921},
researchr = {https://researchr.org/publication/LiuSZ19-7},
cites = {0},
citedby = {0},
pages = {914-925},
booktitle = {2019 Winter Simulation Conference, WSC 2019, National Harbor, MD, USA, December 8-11, 2019},
publisher = {IEEE},
isbn = {978-1-7281-3283-9},
}