Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms

Meltem Tatli, Arpan Mukherjee, Prashanth L. A., Karthikeyan Shanmugam, Ali Tajer. Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms. In Yingzhen Li, Stephan Mandt, Shipra Agrawal 0001, Mohammad Emtiyaz Khan, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2025, Mai Khao, Thailand, 3-5 May 2025. Volume 258 of Proceedings of Machine Learning Research, pages 3871-3879, PMLR, 2025. [doi]

Abstract

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