Filipo Studzinski Perotto, Mathieu Bourgais, Bruno C. Silva, Laurent Vercouter. Open Problem: Risk of Ruin in Multiarmed Bandits. In Alina Beygelzimer, Daniel Hsu 0001, editors, Conference on Learning Theory, COLT 2019, 25-28 June 2019, Phoenix, AZ, USA. Volume 99 of Proceedings of Machine Learning Research, pages 3194-3197, PMLR, 2019. [doi]
Abstract is missing.