An approach for handling risk and uncertainty in multiarmed bandit problems

Stefano Perabò, Fabrice Clérot. An approach for handling risk and uncertainty in multiarmed bandit problems. In Jean-Gabriel Ganascia, Pierre Gançarski, editors, Extraction et gestion des connaissances (EGC 2009), Actes, Strasbourg, 27 au 30 janvier 2009. Volume RNTI-E-15 of Revue des Nouvelles Technologies de l Information, pages 115-126, Cépaduès-Éditions, 2009.

Authors

Stefano Perabò

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Fabrice Clérot

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