An Upper Confidence Bound Approach to Estimating Coherent Risk Measures

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]

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