Amir Sani, Alessandro Lazaric, Rémi Munos. Risk-Aversion in Multi-armed Bandits. In Peter L. Bartlett, Fernando C. N. Pereira, Christopher J. C. Burges, Léon Bottou, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012, Lake Tahoe, Nevada, United States. pages 3284-3292, 2012. [doi]
Abstract is missing.